Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 90410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region |
scientific article; zbMATH DE number 90410 |
Statements
Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (English)
0 references
16 January 1993
0 references
free-boundary problems
0 references
stochastic differential equations
0 references
uniformly parabolic operators
0 references
optimal stopping problem
0 references
optimal payoff function
0 references
0.8110924959182739
0 references
0.8102839589118958
0 references
0.8027551770210266
0 references
0.7867448329925537
0 references
