QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences
MIT License
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Notebook for optimal stopping problems with the markov chain #180

Open jlperla opened 5 years ago

jlperla commented 5 years ago

In a separate notebook, do the #179 variation but with an optimal stopping problem (and different S_a and S_b payoffs but the same exact process. Plot the v_a and v_b as in the notebooks, but add in the calculatino of the stopping z. If there are different S_a and S_b, or different payoffs, then the points should be at different locations.