On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901)
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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 |
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On the threshold strategies in optimal stopping problems for diffusion processes (English)
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26 September 2018
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diffusion process
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optimal stopping
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stopping set
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threshold structure
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