A general approximation method for optimal stopping and random delay
Year of publication: |
2024
|
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Authors: | Chen, Pengzhan ; Song, Yingda |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 34.2024, 1, p. 5-35
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Subject: | continuous-time Markov chain approximation | Markov processes | optimal stopping | random delays | Suchtheorie | Search theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1111/mafi.12380 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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