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- W103479973 abstract "The aim of this chapter is to show how some of the established fluctuation identities for (reflected) Levy processes can be used to solve quite specific, but nonetheless exemplary, optimal stopping problems. To some extent, this will be done in an unsatisfactory way, without first giving a thorough account of the general theory of optimal stopping. However, we shall give rigorous proofs relying on the method of “guess and verify”. That is to say, our proofs will start with a candidate solution, the choice of which is inspired by intuition, and then we shall prove that this candidate verifies sufficient conditions in order to confirm its status as the actual solution." @default.
- W103479973 created "2016-06-24" @default.
- W103479973 creator A5039368667 @default.
- W103479973 date "2014-01-01" @default.
- W103479973 modified "2023-09-23" @default.
- W103479973 title "Applications to Optimal Stopping Problems" @default.
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- W103479973 doi "https://doi.org/10.1007/978-3-642-37632-0_11" @default.
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