An explicit solution to an optimal stopping problem with regime switching (Q2748440)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit solution to an optimal stopping problem with regime switching |
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An explicit solution to an optimal stopping problem with regime switching (English)
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22 July 2002
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optimal stopping
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Russian option
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hidden Markov process
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martingale
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smooth fit
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regime switching
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