An exactly solvable multiple stochastic optimal stopping problem (Q1712232)
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scientific article; zbMATH DE number 7004046
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| English | An exactly solvable multiple stochastic optimal stopping problem |
scientific article; zbMATH DE number 7004046 |
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An exactly solvable multiple stochastic optimal stopping problem (English)
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21 January 2019
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multiple optimal stopping
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geometric Brownian motion
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dynamic programming principle
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variational inequality
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