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Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency
Ken Seng Tan,
Wei Wei
, Xun Yu Zhou
Actuarial Mathematics & Statistics
School of Mathematical & Computer Sciences
Research output
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Contribution to journal
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Article
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peer-review
12
Citations (Scopus)
52
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Dive into the research topics of 'Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency'. Together they form a unique fingerprint.
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Mathematics
Nonexistence
100%
Classical Approach
100%
Primitive Model
100%
Optimal Stopping Problem
100%
Geometric Brownian Motion
100%
Explicit Solution
100%
Stopping Rule
100%
INIS
failures
100%
equilibrium
100%
solutions
50%
nonlinear problems
50%
cost
50%
geometry
50%
brownian movement
50%
Economics, Econometrics and Finance
Real Options Analysis
100%
Dynamic Inconsistency
100%
Levy Process
50%
Search Theory
50%