Optimal Stopping about a class of Diffusion Processes
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    Abstract:

    The theory of American option pricing has finally come to a problem about optimal stopping. In the paper We discuss opitimal stopping of diffusion processes, because we deal with diffusion processes in the American option pricing. Especially, a payment function with discount are discussed.

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History
  • Received:April 01,1999
  • Revised:
  • Adopted:
  • Online: November 18,2013
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