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20092024
most citedOptimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes

4 citations · 7 across the 7 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016

On optimal stopping of multidimensional diffusions

Sören Christensen, Fabián Crocce, Ernesto Mordecki +1

This paper develops an approach for solving perpetual discounted optimal stopping problems for multidimensional diffusions, with special emphasis on the -dimensional Wiener proc…