On the optimal stopping problem for one-dimensional diffusions

Stochastic Processes and their Applications

Volumn 107, Issue 2, 2003, Pages 173-212

  Dayanik, Savas ^a,b   Karatzas, Ioannis ^c  

^a Princeton University   (United States)

^b PRINCETON UNIVERSITY   (United States)

^c Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Convexity; Diffusions; Optimal stopping; Principle of smooth fit

Indexed keywords

EID: 0041426592     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(03)00076-0     Document Type: Article

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