A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (Q2930955)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions |
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A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (English)
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21 November 2014
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jump diffusions
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optimal stopping
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nonlinear programming
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certainty equivalence
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