Recursive Optimal Stopping with Poisson Stopping Constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liang, Gechun, Wei, Wei, Wu, Zhen, Xu, Zhenda
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Mathematical Finance 60H10, 60G40, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.17975