Optimal variance stopping with linear diffusions (Q1986029)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal variance stopping with linear diffusions |
scientific article |
Statements
Optimal variance stopping with linear diffusions (English)
0 references
7 April 2020
0 references
optimal stopping
0 references
variance
0 references
non-linear optimal stopping
0 references
linear diffusion
0 references
infinite zero-sum game
0 references
