An exactly solvable multiple stochastic optimal stopping problem (Q1712232)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An exactly solvable multiple stochastic optimal stopping problem |
scientific article; zbMATH DE number 7004046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exactly solvable multiple stochastic optimal stopping problem |
scientific article; zbMATH DE number 7004046 |
Statements
An exactly solvable multiple stochastic optimal stopping problem (English)
0 references
21 January 2019
0 references
multiple optimal stopping
0 references
geometric Brownian motion
0 references
dynamic programming principle
0 references
variational inequality
0 references
0 references
0 references
