Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions |
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Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (English)
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14 August 2014
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optimal stopping
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diffusion processes
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smooth-fit principle
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