Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite approximation schemes for Lévy processes, and their application to optimal stopping problems |
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Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (English)
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26 September 2007
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Lévy process
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approximation
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optimal stopping
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