Optimal stopping problems with a random time horizon

Authors

  • Z. Wu University of New South Wales

Keywords:

Optimal Stopping, Optimal Prediction, Free-boundary Problem, Local Time-space Calculus, Markov Process

Abstract

http://dx.doi.org/10.1017/S0004972723000515

Published

2023-10-01

Issue

Vol. 108 No. 2 (2023)

Section

Abstracts of PhD Theses
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