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From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (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/10.48550/arxiv.1505.02724

Publication URI: https://arxiv.org/abs/1505.02724

Type: Preprint