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Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems.

Martin Klimmek
Published in: J. Appl. Probab. (2014)
Keyphrases
  • optimal stopping
  • finite horizon
  • brownian motion
  • dynamic programming
  • state space
  • closed form
  • edge detection
  • multistage
  • asymptotically optimal