An exactly solvable multiple stochastic optimal stopping problem
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Publication:1712232
DOI10.1186/S13662-018-1626-7zbMath1446.93078OpenAlexW2805347509MaRDI QIDQ1712232
Publication date: 21 January 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-018-1626-7
variational inequalitygeometric Brownian motiondynamic programming principlemultiple optimal stopping
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