Discretionary stopping of stochastic differential equations with generalised drift (Q2279339)
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scientific article; zbMATH DE number 7142934
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| English | Discretionary stopping of stochastic differential equations with generalised drift |
scientific article; zbMATH DE number 7142934 |
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Discretionary stopping of stochastic differential equations with generalised drift (English)
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12 December 2019
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optimal stopping
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stochastic differential equations with generalised drift
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skew Brownian motion
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variational inequalities
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perpetual American options
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0.8277428150177002
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0.811616063117981
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0.8109332323074341
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0.7985246181488037
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0.7868521213531494
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