Threshold stopping rules for diffusion processes and Stefan's problem

被引：2

作者：

Arkin, V. I. ^{[1
]}

Slastnikov, A. D. ^{[1
]}

机构：

[1] Russian Acad Sci, Cent Econ & Math Inst, Moscow 117418, Russia

来源：

DOKLADY MATHEMATICS | 2012年 / 86卷 / 02期

基金：

俄罗斯基础研究基金会;

关键词：

Payoff Function; DOKLADY Mathematic; Geometric Brownian Motion; Threshold Strategy; Neighbor Hood;

D O I：

10.1134/S106456241204031X

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

[No abstract available]

引用

页码：626 / 629

页数：4

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