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Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach
Operations Research, 2013Lingfei Li, Vadim Linetsky
exaly
Optimal stopping of strong Markov processes
Stochastic Processes and Their Applications, 2013Sören Christensen +2 more
exaly
Optimal and Adaptive Stopping in the Search for New Species
Journal of the American Statistical Association, 1979exaly