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Optimal pricing of a two-sided monopoly platform with a one-sided congestion effect

✍ Scribed by Chokri Aloui; Khaïreddine Jebsi


Book ID
107632477
Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
398 KB
Volume
57
Category
Article
ISSN
1865-1704

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A note on optimal stopping of diffusions
✍ Jukka Lempa 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 581 KB

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