Solving optimal stopping problems of linear diffusions by applying convolution approximations
| Year of publication: |
2001
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|---|---|
| Authors: | Alvarez, Luis H.R. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 53.2001, 1, p. 89-100
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