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    Optimal Stopping of Linear Diffusions with Random Discounting
    14 years 12 days ago
    Optimal Stopping of Linear Diffusions with Random Discounting
    Download  www.bilkent.edu.tr
    Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...
    Savas Dayanik
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