Approximation of optimal stopping problems. (Q1879497)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximation of optimal stopping problems. |
scientific article |
Statements
Approximation of optimal stopping problems. (English)
0 references
22 September 2004
0 references
optimal stopping
0 references
Poisson processes
0 references
max-stable distributions
0 references
critical curve
0 references
0 references
0 references