Acta Mathematica

, Volume 132, Issue 1, pp 111–151 | Cite as

An optimal stopping problem with linear reward

  • Pierre van Moerbeke


Maximum Principle Heat Equation Free Boundary Problem Reward Function Exit Time 
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Copyright information

© Almqvist & Wiksell 1974

Authors and Affiliations

  • Pierre van Moerbeke
    • 1
  1. 1.The University of LouvainLouvainBelgium

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