On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics (Q2706472)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics |
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On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics (English)
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19 March 2001
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optimal stopping
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variational inequalities
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mathematical finance
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option pricing
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