A remark on optimal variance stopping problems (Q2794735)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A remark on optimal variance stopping problems |
scientific article |
Statements
A remark on optimal variance stopping problems (English)
0 references
11 March 2016
0 references
optimal variance stopping problems
0 references
diffusion processes
0 references
interest rate
0 references