Time-randomized stopping problems for a family of utility functions (Q2810982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-randomized stopping problems for a family of utility functions |
scientific article; zbMATH DE number 6589750
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-randomized stopping problems for a family of utility functions |
scientific article; zbMATH DE number 6589750 |
Statements
7 June 2016
0 references
optimal stopping
0 references
utility functions
0 references
geometric Brownian motion
0 references
Poisson process
0 references
randomization
0 references
boundary value problem
0 references
numerical approximations
0 references
0 references
0 references
0 references
Time-randomized stopping problems for a family of utility functions (English)
0 references
0.8122342228889465
0 references
0.7851254940032959
0 references
0.7836637496948242
0 references
0.7807629704475403
0 references
