Approximation of optimal stopping problems. (Q1879497)

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scientific article; zbMATH DE number 2102354
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Approximation of optimal stopping problems.
scientific article; zbMATH DE number 2102354

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    Approximation of optimal stopping problems. (English)
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    22 September 2004
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    optimal stopping
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    Poisson processes
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    max-stable distributions
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    critical curve
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