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Solving optimal stopping problems of linear diffusions by applying convolution approximations |
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| Authors: | Luis H R Alvarez |
| Institution: | (1) Institute of Applied Mathematics, University of Turku, FIN-20014 Turku, Finland and Turku School of Economics and Business Adminstration, Department of Economics, Economic Mathematics and Statistics, FIN-20500 Turku, Finland (e-mail: luis.alvarez@tukkk.fi), FI |
| Abstract: | |
| Keywords: | : Optimal stopping linear diffusions convolution approximation exponential distribution |
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