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A probabilistic approach to continuous differentiability of optimal stopping boundaries

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	De Angelis, Tiziano, Lamberton, Damien
Format:	Preprint
Publié:	2024
Sujets:	Probability Optimization and Control Mathematical Finance 60G40, 60J65, 60J60, 35R35, 80A22
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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