Discretionary stopping of stochastic differential equations with generalised drift (Q2279339)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretionary stopping of stochastic differential equations with generalised drift |
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Discretionary stopping of stochastic differential equations with generalised drift (English)
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12 December 2019
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optimal stopping
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stochastic differential equations with generalised drift
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skew Brownian motion
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variational inequalities
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perpetual American options
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