Optimal stopping time problem in a general framework
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Publication:456223
DOI10.1214/EJP.v17-2262zbMath1405.60055arXiv1009.3862MaRDI QIDQ456223
Marie-Claire Quenez, Magdalena Kobylanski
Publication date: 23 October 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.3862
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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