Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon |
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Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (English)
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22 February 2022
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continuous boundary
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free boundary problems
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local time
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one-dimensional diffusions
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optimal stopping
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smooth-fit
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