Optimal stopping of Brownian motion with broken drift
Author:
Affiliation:
1. Facultad de CienciasCentro de Matematica Montevideo Uruguay
2. Faculty of Science and EngineeringÅbo Akademi University Åbo Finland
Publisher
Wiley
Subject
General Medicine
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/hf2.10034
Reference29 articles.
1. Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
2. Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes
3. On the threshold strategies in optimal stopping problems for diffusion processes
4. A harmonic function technique for the optimal stopping of diffusions
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