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A harmonic function technique for the optimal stopping of diffusions - MaRDI portal

A harmonic function technique for the optimal stopping of diffusions (Q3108367)

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A harmonic function technique for the optimal stopping of diffusions
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    title
    A harmonic function technique for the optimal stopping of diffusions (English)
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    author
    Sören Christensen
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    Albrecht Irle
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    published in
    Stochastics
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    publication date
    3 January 2012
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    Mathematics Subject Classification ID
    60G40
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    60J60
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    62L15
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    zbMATH DE Number
    5994066
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    zbMATH Keywords
    optimal stopping
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    diffusions
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    harmonic functions
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    Martin boundary
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    exchange options
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    OpenAlex ID
    W1998976715
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