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- W191766082 abstract "A method is proposed to solve optimal stopping problems. Several examples - classical and new ones - are discussed. Especially the values of American options (straddle and strangle) with innite horizon are calculated." @default.
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- W191766082 date "1997-01-01" @default.
- W191766082 modified "2023-09-23" @default.
- W191766082 title "A New Look at Optimal Stopping Problems related to Mathematical Finance" @default.
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