Optimal multiple stopping of linear diffusions

Keyphrases

• Linear Diffusion 100%
• Optimal multiple Stopping 100%
• Payoff 50%
• Mean-reverting 50%
• Diffusion Process 50%
• Put Option 50%
• Reward Function 50%
• Geometric Brownian Motion 50%
• Call Option 50%
• Specific Properties 50%
• Optimal Stopping 50%
• Financial Instruments 50%
• Stopping Problem 50%
• Exercise Policy 50%
• Regularized Diffusion 50%
• Optimal Exercise 50%

Mathematics

• American Option 100%
• Diffusion Process 100%
• Geometric Brownian Motion 100%
• Call Option 100%
• Regular Diffusion 100%

Economics, Econometrics and Finance

• Option Trading 100%
• Levy Process 50%
• Search Theory 50%
• Financial Instrument 50%