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scientific article; zbMATH DE number 774030
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| English | No label defined |
scientific article; zbMATH DE number 774030 |
Statements
15 January 1996
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optimal stopping
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random walk
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Brownian motion
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problem of optimal switching between two independent Brownian motions
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0.8878434300422668
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0.8856361508369446
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0.8589124083518982
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0.8589124083518982
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0.8461618423461914
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