A general framework for optimal stopping problems with two risk factors and real option applications (Q6581580)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A general framework for optimal stopping problems with two risk factors and real option applications |
scientific article; zbMATH DE number 7889690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for optimal stopping problems with two risk factors and real option applications |
scientific article; zbMATH DE number 7889690 |
Statements
A general framework for optimal stopping problems with two risk factors and real option applications (English)
0 references
30 July 2024
0 references
Bessel functions
0 references
free boundary problems
0 references
optimal stopping
0 references
real options
0 references