{"id":"W1974769456","doi":"10.1239/jap/996986756","title":"An explicit solution to an optimal stopping problem with regime switching","year":2001,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":174,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Optimal stopping; Mathematics; Stopping time; Brownian motion; Geometric Brownian motion; Jump process; Martingale (probability theory); Markov process; Jump; Classification of discontinuities; Applied mathematics; Optional stopping theorem; Black–Scholes model; Mathematical optimization; Mathematical analysis; Diffusion process; Econometrics; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001561102,0.0007288699,0.0009948257,0.0006035109,0.0006631034,0.001641689,0.001016854,0.003084487,0.004873366],"category_scores_gemma":[0.007175156,0.0006117147,0.00115608,0.0005428634,0.001611923,0.001609201,0.001790433,0.001862953,0.0003623985],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007545229,"about_ca_system_score_gemma":0.001335848,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001300752,"about_ca_topic_score_gemma":0.001054309,"domain_scores_codex":[0.9994528,0.0002223489,0.0000289416,0.0000901599,0.00010881,0.00009699191],"domain_scores_gemma":[0.9983888,0.0009932694,0.0002387933,0.00006196806,0.000144266,0.000172965],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00006199947,0.00007170429,0.000696234,0.0001210005,0.00004987744,0.0003852409,0.0002113426,0.1749801,0.001860948,0.8100544,0.001588991,0.009918208],"study_design_scores_gemma":[0.00003178761,0.00004348707,0.0001603892,0.00002630001,0.00001548319,0.0000633503,0.0000339753,0.7290943,0.0003226347,0.2688721,0.001319218,0.00001693347],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08870947,0.0007879077,0.8875256,0.002214953,0.0001982023,0.00004769675,0.0000872936,0.0001200611,0.02030879],"genre_scores_gemma":[0.862851,0.0008959441,0.1140118,0.0003018277,0.0002251049,0.0001857595,0.0001570587,0.000106314,0.02126529],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004873366,"threshold_uncertainty_score":0.016303,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03139510408765302,"score_gpt":0.2384972613862291,"score_spread":0.2071021572985761,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}