Optimal stopping of a killed exponentially growing process (Q2010740)
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scientific article; zbMATH DE number 7137881
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping of a killed exponentially growing process |
scientific article; zbMATH DE number 7137881 |
Statements
Optimal stopping of a killed exponentially growing process (English)
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27 November 2019
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optimal stopping
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Poisson process
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American option
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0.7819919586181641
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0.7815738320350647
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0.7760029435157776
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0.7704225182533264
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0.7703036069869995
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