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An iteration procedure for solving integral equations related to optimal stopping problems

Denis Belomestny; Pavel V. Gapeev
Year of publication:
2006
Other Persons: Belomestny, Denis (contributor) ; Gapeev, Pavel V. (contributor)
Publisher: Berlin : SFB 649, Economic Risk
Subject: Suchtheorie | Search theory | Mathematische Optimierung | Mathematical programming
freely available
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sfb649.wiwi.hu-berlin.de
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