On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes

2006 ◽  
Vol 45 (2) ◽  
pp. 565-579 ◽  
Author(s):  
Yoichi Oshima
Keyword(s):  
Optimal Stopping ◽  
Diffusion Processes ◽  
Optimal Stopping Problem ◽  
Problem Of Time ◽  
Inhomogeneous Diffusion

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
Sign in / Sign up

Export Citation Format

Share Document