The generalized perpetual American exchange-option problem (Q5387083)
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scientific article; zbMATH DE number 5275524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized perpetual American exchange-option problem |
scientific article; zbMATH DE number 5275524 |
Statements
The generalized perpetual American exchange-option problem (English)
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15 May 2008
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optimal stopping problem
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free boundary approach
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first passage time approach
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