浸软 发表于 2025-3-25 05:46:23
http://reply.papertrans.cn/71/7029/702824/702824_21.pngMendicant 发表于 2025-3-25 09:28:58
http://reply.papertrans.cn/71/7029/702824/702824_22.pngPalpable 发表于 2025-3-25 12:52:35
Full-Observation Case, .(.) cannot force to be non-negative with this model. To make sure that .(.) is always positive, we can choose a . at the barrier . = 0, as a model for the assets’ value process. However, it is also possible to have negative values for .(.) with arbitrarily small probability, by an appropriate sele冷漠 发表于 2025-3-25 18:44:40
Partial Observation Case,eneral solution to this problem. Also, we will only discuss the solution to the impulse control problem, since for the optimal stopping problem the solution can be deducted from the former, by replacing the control costs with the stopping cost.affect 发表于 2025-3-25 21:41:55
http://reply.papertrans.cn/71/7029/702824/702824_25.png中子 发表于 2025-3-26 01:15:33
http://reply.papertrans.cn/71/7029/702824/702824_26.png伪证 发表于 2025-3-26 06:57:40
6楼Charade 发表于 2025-3-26 09:35:38
6楼图画文字 发表于 2025-3-26 13:07:20
6楼chastise 发表于 2025-3-26 17:15:13
6楼