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Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes - MaRDI portal

Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes

From MaRDI portal
Publication:5255339

DOI10.1137/S0040585X97T987107zbMath1333.60079OpenAlexW565459584MaRDI QIDQ5255339

Vadim I. Arkin

Publication date: 15 June 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987107




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