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統計数学セミナー
Seminar on Probability and Statistics |
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Seminar on Probability and Statistics Wednesday October 11 2006 Tokyo 128 4:20-5:30 pm
Optimal stopping problem associated with jump-diffusion processes
石川 保志 / ISHIKAWA, Yasushi 愛媛大学 / Ehime University Abstract We study an optimal stopping problem of some performance function with
respect to a jump-diffusion process.
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