Constrained optimal stopping, liquidity and effort
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Publication:2145802
DOI10.1016/J.SPA.2019.10.010zbMath1494.60043arXiv1901.07270OpenAlexW2988026953WikidataQ126833271 ScholiaQ126833271MaRDI QIDQ2145802
Publication date: 20 June 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.07270
Related Items (2)
A zero-sum Poisson stopping game with asymmetric signal rates ⋮ Solutions for Poissonian stopping problems of linear diffusions via extremal processes
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