"Solving optimal stopping problems of linear diffusions by applying ..."

Luis H. R. Alvarez (2001)

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DOI: 10.1007/S001860000098

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type: Journal Article

metadata version: 2020-03-03

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Luis H. R. Alvarez:
Solving optimal stopping problems of linear diffusions by applying convolution approximations. Math. Methods Oper. Res. 53(1): 89-99 (2001)

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