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The solution of some discretionary stopping problems
Timothy Johnson
Actuarial Mathematics & Statistics
School of Mathematical & Computer Sciences
Research output
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Article
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peer-review
2
Citations (Scopus)
62
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Mathematics
Explicit Solution
100%
Optimal Stopping Problem
100%
Payoff Function
100%
Variational Inequality
100%
Wide Variety
100%
Economics, Econometrics and Finance
Dynamic Programming
100%
Finance
100%
Search Theory
100%
INIS
diffusion
33%
dynamic programming
33%
economics
33%
one-dimensional calculations
33%
solutions
100%
variational methods
33%