An exit contract optimization problem (Q6186394)
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scientific article; zbMATH DE number 7798873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exit contract optimization problem |
scientific article; zbMATH DE number 7798873 |
Statements
An exit contract optimization problem (English)
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2 February 2024
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optimal stopping
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stochastic optimal control
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Bank-El Karoui's representation
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contract theory
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