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scientific article; zbMATH DE number 6919720
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scientific article; zbMATH DE number 6919720

    Statements

    author
    Tomasz Rogala
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    Łukasz Stettner
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    publication date
    16 August 2018
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    zbMATH Keywords
    Bellman equation
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    bid and ask prices
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    optimal stopping
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    terminal utility maximization
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G40
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    91B16
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    zbMATH DE Number
    6919720
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