On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709)

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scientific article; zbMATH DE number 5238090
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On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
scientific article; zbMATH DE number 5238090

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    On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (English)
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    22 February 2008
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    optimal stopping
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    principle of smooth fit
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    local time
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