Time-randomized stopping problems for a family of utility functions (Q2810982)
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scientific article; zbMATH DE number 6589750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-randomized stopping problems for a family of utility functions |
scientific article; zbMATH DE number 6589750 |
Statements
7 June 2016
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optimal stopping
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utility functions
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geometric Brownian motion
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Poisson process
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randomization
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boundary value problem
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numerical approximations
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Time-randomized stopping problems for a family of utility functions (English)
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