We consider a class of optimal stopping problems of diffusions with a two-sided optimal rule. We propose an approach for finding and characterizing the solution. We establish that the optimal stopping rule can be associated with the unique fixed point of an auxiliary function. The results are illust
β¦ LIBER β¦
A note on an optimal garnishing rule
β Scribed by P. Dubey; M. Shubik
- Book ID
- 116100588
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 113 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0165-1765
No coin nor oath required. For personal study only.
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