A stochastic optimal stopping model for storable commodity prices (Q6067027)
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scientific article; zbMATH DE number 7777831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic optimal stopping model for storable commodity prices |
scientific article; zbMATH DE number 7777831 |
Statements
A stochastic optimal stopping model for storable commodity prices (English)
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14 December 2023
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optimal stopping
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stochastic differential equation
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equilibrium
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fixed point
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