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A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (2022)

First Author: Colaneri K

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1287/moor.2021.1190

Publication URI: http://dx.doi.org/10.1287/moor.2021.1190

Type: Journal Article/Review

Parent Publication: Mathematics of Operations Research

Issue: 3