"An Inverse Optimal Stopping Problem for Diffusion Processes."

Thomas Kruse, Philipp Strack (2019)

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DOI: 10.1287/MOOR.2018.0930

access: closed

type: Journal Article

metadata version: 2019-05-31

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Thomas Kruse, Philipp Strack:
An Inverse Optimal Stopping Problem for Diffusion Processes. Math. Oper. Res. 44(2): 423-439 (2019)

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