Optimal stopping of an Ornstein-Uhlenbeck bridge

Fuente: arXiv

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Bibliographic Details
Main Authors:	Azze, Abel, D'Auria, Bernardo, García-Portugués, Eduardo
Format:	Preprint
Published:	2021
Subjects:	Probability 60G40, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2110.13056