Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping for Brownian motion with applications to sequential analysis and option pricing |
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Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (English)
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22 February 2005
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Heat equation
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Free boundary problems
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Bayes sequential tests
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Multi-armed bandits
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European and American options
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Singular stochastic control
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