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Explicit solutions to some optimal variance stopping problems
Jesper Lund Pedersen
Department of Mathematical Sciences
8
Citations (Scopus)
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Dive into the research topics of 'Explicit solutions to some optimal variance stopping problems'. Together they form a unique fingerprint.
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Mathematics
Closed-form
42%
Continuation
45%
Explicit Solution
100%
Optimal Solution
42%
Optimal Stopping
64%
Optimal Stopping Problem
63%
Optimal Strategy
55%
Optimality Criteria
57%
State Space
42%