An Inverse Optimal Stopping Problem for Diffusion Processes.

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Bibliographic Details
Title:	An Inverse Optimal Stopping Problem for Diffusion Processes.
Authors:	Kruse, Thomas¹ (AUTHOR), Strack, Philipp² (AUTHOR)
Source:	Mathematics of Operations Research (INFORMS). May2019, Vol. 44 Issue 2, p423-439. 17p.
Database:	Business Source Ultimate

Description
ISSN:	0364765X
DOI:	10.1287/moor.2018.0930