A Variational Approach to Optimal Stopping Problems for Diffusion Processes (Q3556738)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Variational Approach to Optimal Stopping Problems for Diffusion Processes |
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A Variational Approach to Optimal Stopping Problems for Diffusion Processes (English)
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26 April 2010
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diffusion process
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optimal stopping
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variational approach
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smooth pasting
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two-dimensional geometric Brownian motion
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Stefan problem
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