A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969)
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scientific article; zbMATH DE number 7738466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A change of variable formula with applications to multi-dimensional optimal stopping problems |
scientific article; zbMATH DE number 7738466 |
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A change of variable formula with applications to multi-dimensional optimal stopping problems (English)
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15 September 2023
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Itô's formula
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change of variable formula
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multidimensional optimal stopping
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