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Optimal stopping with discount and observation costs - MaRDI portal

Optimal stopping with discount and observation costs (Q4503210)

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scientific article; zbMATH DE number 1502221
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Optimal stopping with discount and observation costs
scientific article; zbMATH DE number 1502221

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    Optimal stopping with discount and observation costs (English)
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    30 October 2001
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    optimal stopping
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    max-stable distributions
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    Poisson process
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