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Stochastics-an international journal of probability and stochastic processes. 2002;72(1):55-77. doi: 10.1080/10451120290008557 Q30.92025

Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions

具有不连续奖励的最优停止问题:值函数的规律性和粘性解

Bassan, Bruno; Ceci, Claudia

DOI: 10.1080/10451120290008557

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期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions