On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901)
From MaRDI portal
scientific article; zbMATH DE number 6943604
Language | Label | Description | Also known as |
---|---|---|---|
English | On the threshold strategies in optimal stopping problems for diffusion processes |
scientific article; zbMATH DE number 6943604 |
Statements
On the threshold strategies in optimal stopping problems for diffusion processes (English)
0 references
26 September 2018
0 references
diffusion process
0 references
optimal stopping
0 references
stopping set
0 references
threshold structure
0 references
0 references
0 references