Optimal stopping and embedding (Q2725312)

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Optimal stopping and embedding
scientific article

    Statements

    title
    Optimal stopping and embedding (English)
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    author
    Damien Lamberton
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    L. C. G. Rogers
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    publication date
    14 March 2002
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    zbMATH Keywords
    optimal stopping
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    Brownian motion
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    Skorokhod embedding
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    Identifiers

    zbMATH DE Number
    1619113
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    OpenAlex ID
    W4299644334
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