A Finite Time Horizon Optimal Stopping Problem with Regime Switching (Q3083261)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Finite Time Horizon Optimal Stopping Problem with Regime Switching |
scientific article |
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A Finite Time Horizon Optimal Stopping Problem with Regime Switching (English)
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21 March 2011
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optimal stopping
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regime switching
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supermartingale
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