scholarly journals An Inverse Optimal Stopping Problem for Diffusion Processes

2019 ◽  
Vol 44 (2) ◽  
pp. 423-439 ◽  
Author(s):  
Thomas Kruse ◽  
Philipp Strack
Keyword(s):  
Optimal Stopping ◽  
Diffusion Processes ◽  
Optimal Stopping Problem

scholarly journals On an Approximation Order of the Optimal Stopping Problem for 𝑛-Dimensional Diffusion Processes

2005 ◽  
Vol 12 (4) ◽  
pp. 693-696
Author(s):  
Giorgi Lominashvili
Keyword(s):  
Optimal Stopping ◽  
Diffusion Processes ◽  
Approximation Order ◽  
Optimal Stopping Problem ◽  
Dimensional Diffusion ◽  
Multidimensional Diffusion

Abstract An approximation order of the optimal stopping problem for multidimensional diffusion processes by the corresponding semidiscretization is considered.

scholarly journals On a simple optimal stopping problem

1973 ◽  
Vol 5 (4) ◽  
pp. 297-312 ◽  
Author(s):  
William M. Boyce
Keyword(s):  
Optimal Stopping ◽  
Optimal Stopping Problem
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