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A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions (2015)

First Author: De Angelis T

Attributed to: Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/130920472

Publication URI: http://dx.doi.org/10.1137/130920472

Type: Journal Article/Review

Parent Publication: SIAM Journal on Control and Optimization

Issue: 1