scientific article; zbMATH DE number 5066254

zbMATH Open1103.60044MaRDI QIDQ5493535

Alexander D. Slastnikov, Vadim I. Arkin

Publication date: 23 October 2006

Title of this publication is not available (Why is that?)

zbMATH Keywords

real optionsoptimal stopping timebivariate geometric Brownian motionhomogeneous reward function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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