Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function |
scientific article |
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Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (English)
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8 July 2013
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Markov chain
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Markov process
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one-dimensional diffusion
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optimal stopping
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elimination algorithm
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