Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998)
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scientific article; zbMATH DE number 5573630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intensity-based framework and penalty formulation of optimal stopping problems |
scientific article; zbMATH DE number 5573630 |
Statements
Intensity-based framework and penalty formulation of optimal stopping problems (English)
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1 July 2009
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linear complementarity formulation
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mortgage prepayment
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callable feature
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intensity approach
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penalty method
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event risk
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