Existence Conditions of the Optimal Stopping Time: The Cases of Geometric Brownian Motion and Arithmetic Brownian Motion
| Year of publication: |
2004
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|---|---|
| Authors: | Takatsuka, Hajime |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 47.2004, 3, p. 145-162
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