Solution of Optimal Stopping Problem Based on a Modification of Payoff Function (Q4561948)
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scientific article; zbMATH DE number 6993408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of Optimal Stopping Problem Based on a Modification of Payoff Function |
scientific article; zbMATH DE number 6993408 |
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Solution of Optimal Stopping Problem Based on a Modification of Payoff Function (English)
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13 December 2018
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Markov chain
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Markov process
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one-dimensional diffusion
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optimal stopping
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elimination algorithm
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