scientific article; zbMATH DE number 5066254

MaRDI QIDQ5493535zbMATH OpenFDO

Authors Vadim I. Arkin, Alexander D. Slastnikov

Publication date 23 October 2006

zbMATH Keywords

optimal stopping timereal optionsbivariate geometric Brownian motionhomogeneous reward function

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stopping times; optimal stopping problems; gambling theory (60G40)

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