An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401)
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scientific article; zbMATH DE number 7639709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm to solve optimal stopping problems for one-dimensional diffusions |
scientific article; zbMATH DE number 7639709 |
Statements
9 January 2023
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optimal stopping
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diffusions
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excessive representation
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math.PR
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