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"A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal ..."

Tiziano De Angelis (2015)

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DOI: 10.1137/130920472

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/Angelis15
Tiziano De Angelis:
A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions. SIAM J. Control. Optim. 53(1): 167-184 (2015)

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