Optimal Stopping of the Integral of a Wiener Process
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1120044
Reference3 articles.
1. On the regularity of the solution of a variational inequality
2. Explicit Solutions to Some Problems of Optimal Stopping
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