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On an Optimal Stopping Problem with a Discontinuous Reward

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mackay, Anne, Vachon, Marie-Claude
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Computational Finance Pricing of Securities 91G80, 62P05, 60G40, 35R35
Online Access:	Acceder al recurso
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