From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132)
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English | From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding |
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From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (English)
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29 June 2018
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optimal stopping
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Skorokhod embedding
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Rost's barriers
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free-boundary problems
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