Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing |
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Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (English)
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7 July 2022
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sticky Brownian motion
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first hitting time
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optimal stopping
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bond pricing
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