Solving optimal stopping problems of linear diffusions by applying convolution approximations (Q1396959)
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scientific article; zbMATH DE number 1950002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving optimal stopping problems of linear diffusions by applying convolution approximations |
scientific article; zbMATH DE number 1950002 |
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Solving optimal stopping problems of linear diffusions by applying convolution approximations (English)
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15 July 2003
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optimal stopping
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linear diffusions
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convolution approximation
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exponential distribution
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