On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems

By Stéphane Villeneuve. Journal of Applied Probability, 2007

73 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/4b026c95107e33344311a5ef37274018706d63b6