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On approximative solutions of optimal stopping problems - MaRDI portal

On approximative solutions of optimal stopping problems (Q3111057)

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On approximative solutions of optimal stopping problems
scientific article

    Statements

    title
    On approximative solutions of optimal stopping problems (English)
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    author
    Andreas Faller
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    Ludger Rüschendorf
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    publication date
    17 January 2012
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    zbMATH Keywords
    optimal stopping
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    Max-stable distribution
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    Poisson process
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    Identifiers

    zbMATH DE Number
    5998246
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    OpenAlex ID
    W2060224423
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