Wenpin Tang

University of California, Los Angeles (UCLA) - Department of Mathematics

Los Angeles, CA 90095-1481

United States

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MIT Sloan Research Paper No. 5771-19
Number of pages: 33 Posted: 16 May 2019
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California, Los Angeles (UCLA) - Department of Mathematics, University of California, Berkeley and University of California, Los Angeles (UCLA) - Department of Mathematics
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Abstract:

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Optimal Stopping, Free Boundary Problem, Information, Search Theory, Brownian Motion