A viscosity solution method for optimal stopping problems with regime switching (Q829599)
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scientific article; zbMATH DE number 7344895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A viscosity solution method for optimal stopping problems with regime switching |
scientific article; zbMATH DE number 7344895 |
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A viscosity solution method for optimal stopping problems with regime switching (English)
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6 May 2021
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optimal stopping
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regime switching
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viscosity solution
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dynamic programming
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