Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function |
scientific article |
Statements
Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (English)
0 references
8 July 2013
0 references
Markov chain
0 references
Markov process
0 references
one-dimensional diffusion
0 references
optimal stopping
0 references
elimination algorithm
0 references
