Irreversible decisions under uncertainty. Optimal stopping made easy
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Publication:2383143
zbMath1131.91001MaRDI QIDQ2383143
Svetlana Boyarchenko, Sergei Levendorskii
Publication date: 8 October 2007
Published in: Studies in Economic Theory (Search for Journal in Brave)
stochastic processes; Wiener-Hopf factorization; options pricing; binominal and trinominal models; general Lévy processes
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60Gxx: Stochastic processes
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