A variational approach to optimal stopping problems for diffusion processes (Q3556738)
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scientific article; zbMATH DE number 5701628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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26 April 2010
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diffusion process
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optimal stopping
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variational approach
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smooth pasting
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two-dimensional geometric Brownian motion
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Stefan problem
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0.8554954528808594
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0.8360024094581604
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0.8279849886894226
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0.8253358602523804
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0.8209764957427979
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