Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing time-homogeneous generalized diffusions consistent with optimal stopping values |
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Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (English)
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3 January 2012
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optimal stopping
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generalized convexity
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generalized diffusions
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inverse American option problem
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