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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