A variational approach to optimal stopping problems for diffusion processes (Q3556738)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A variational approach to optimal stopping problems for diffusion processes |
scientific article; zbMATH DE number 5701628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A variational approach to optimal stopping problems for diffusion processes |
scientific article; zbMATH DE number 5701628 |
Statements
A Variational Approach to Optimal Stopping Problems for Diffusion Processes (English)
0 references
26 April 2010
0 references
diffusion process
0 references
optimal stopping
0 references
variational approach
0 references
smooth pasting
0 references
two-dimensional geometric Brownian motion
0 references
Stefan problem
0 references
0.8554954528808594
0 references
0.8360024094581604
0 references
0.8279849886894226
0 references
0.8253358602523804
0 references
0.8209764957427979
0 references
