The Optimal Stopping Problem under a Random Horizon
This paper considers a pair <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>(</mo><mi mathvariant="double-struck">F</mi><mo>,</mo><mi>τ</mi><...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/9/1273 |