The Optimal Stopping Problem of Dupuis and Wang: A Generalization
Year of publication: |
2008
|
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Authors: | Lempa, Jukka |
Publisher: |
Turku : Aboa Centre for Economics (ACE) |
Subject: | Optimal stopping | linear diffusion | free boundary problem | Poisson process |
Series: | Discussion paper ; 36 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/233252 [Handle] RePEc:tkk:dpaper:dp36 [RePEc] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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