A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969)
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scientific article; zbMATH DE number 7738466
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| English | A change of variable formula with applications to multi-dimensional optimal stopping problems |
scientific article; zbMATH DE number 7738466 |
Statements
A change of variable formula with applications to multi-dimensional optimal stopping problems (English)
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15 September 2023
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Itô's formula
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change of variable formula
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multidimensional optimal stopping
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0.8258743286132812
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0.824507474899292
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0.8021467924118042
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0.7798548936843872
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