Publication:3033065
From MaRDI portal
zbMath0691.60039MaRDI QIDQ3033065
Publication date: 1989
stopping rule; optimal stopping problem; semi- martingale; minimal super-martingale; smooth fit boundary conditions
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
60J60: Diffusion processes
Related Items