A harmonic function technique for the optimal stopping of diffusions (Q3108367)
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scientific article; zbMATH DE number 5994066
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| English | A harmonic function technique for the optimal stopping of diffusions |
scientific article; zbMATH DE number 5994066 |
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A harmonic function technique for the optimal stopping of diffusions (English)
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3 January 2012
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optimal stopping
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diffusions
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harmonic functions
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Martin boundary
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exchange options
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0.828839123249054
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0.8150581121444702
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