Pages that link to "Item:Q5870401"
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The following pages link to An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401):
Displaying 3 items.
- Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)