"On the threshold strategies in optimal stopping problems for diffusion ..."

Vadim Arkin, Alexander Slastnikov (2017)

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DOI: 10.1017/JPR.2017.44

access: closed

type: Journal Article

metadata version: 2020-04-16

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Vadim Arkin, Alexander Slastnikov:
On the threshold strategies in optimal stopping problems for diffusion processes. J. Appl. Probab. 54(3): 963-969 (2017)

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