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"Exact Optimal Stopping for Multidimensional Linear Switching Diffusions."

Philip A. Ernst, Hongwei Mei (2023)

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DOI: 10.1287/MOOR.2022.1312

access: closed

type: Journal Article

metadata version: 2023-08-18

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Philip A. Ernst, Hongwei Mei:
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions. Math. Oper. Res. 48(3): 1589-1606 (2023)

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