Optimal stopping of linear diffusions with random discounting
Savas Dayanik
| Year of publication: |
2008
|
|---|---|
| Authors: | Dayanik, Savas |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 33.2008, 3, p. 645-661
|
| Subject: | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003766307