A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal stopping of diffusions with a two-sided optimal rule |
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A note on optimal stopping of diffusions with a two-sided optimal rule (English)
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18 March 2010
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optimal stopping
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diffusion process
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perpetual american straddle option
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