Optimal stopping with random intervention times (Q4547102)
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scientific article; zbMATH DE number 1785732
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping with random intervention times |
scientific article; zbMATH DE number 1785732 |
Statements
Optimal stopping with random intervention times (English)
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28 April 2003
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optimal stopping
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American option
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variational inequality
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stochastic control
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0.8318967223167419
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0.8165306448936462
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0.8135054707527161
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0.8126950860023499
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