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Optimal Stopping of Linear Diffusions with Random Discounting
16 references·4 citing·27 second hop
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2018
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
38 cited
  • 2013On the optimal stopping of a one-dimensional diffusion36 cited
  • 2011A Model for Optimally Advertising and Launching a Product23 cited
  • 2018On the Optimal Management of Public Debt: a Singular Stochastic Control Problem23 cited