Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions

Author: Crocce Fabián   Mordecki Ernesto  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.3, 2014-05, pp. : 491-509

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