Approximation of optimal stopping problems.
type: Item
instance of: scholarly article
title: Approximation of optimal stopping problems.
zbMATH Open document ID: 1047.60039
DOI: 10.1016/S0304-4149(00)00048-X
author: Robert Kühne
author: Ludger Rüschendorf
published in: Stochastic Processes and their Applications
publication date: 2004-09-22T00:00:00Z
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 2102354
zbMATH Keywords: optimal stopping
zbMATH Keywords: Poisson processes
zbMATH Keywords: max-stable distributions
zbMATH Keywords: critical curve
MaRDI profile type: Publication
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full work available at URL: s0304-4149(00)00048-x
OpenAlex ID: W2061166491
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description: scientific article; zbMATH DE number 2102354