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An Inverse Optimal Stopping Problem for Diffusion Processes.

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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
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