Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions |
scientific article; zbMATH DE number 6330212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions |
scientific article; zbMATH DE number 6330212 |
Statements
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (English)
0 references
14 August 2014
0 references
optimal stopping
0 references
diffusion processes
0 references
smooth-fit principle
0 references
