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Results: 1
Corrected random walk approximations to free boundary problems in optimal stopping
Authors:
Lai, Tze Leung Yao, Yi-Ching Aitsahlia, Farid
Citation:
Lai, Tze Leung et al., Corrected random walk approximations to free boundary problems in optimal stopping, Advances in applied probability , 39(2), 2007, pp. 753-775
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