An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative procedure for solving integral equations related to optimal stopping problems |
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An iterative procedure for solving integral equations related to optimal stopping problems (English)
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11 March 2011
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optimal stopping
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finite horizon
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diffusion process
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upper and lower bounds
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American put
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Asian and Russian option
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sequential testing and disorder detection problem
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