Variance Optimal Stopping for Geometric Lévy Processes (Q5246174)
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scientific article; zbMATH DE number 6427240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Optimal Stopping for Geometric Lévy Processes |
scientific article; zbMATH DE number 6427240 |
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Variance Optimal Stopping for Geometric Lévy Processes (English)
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17 April 2015
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variance optimal stopping
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geometric Lévy processes
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quadratic optimal stopping
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