Optimal stopping for absolute maximum of homogeneous diffusion (Q255762)

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scientific article; zbMATH DE number 6552633
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English
Optimal stopping for absolute maximum of homogeneous diffusion
scientific article; zbMATH DE number 6552633

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    Optimal stopping for absolute maximum of homogeneous diffusion (English)
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    9 March 2016
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    optimal stopping
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    homogeneous diffusion
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    absolute maximum
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