<?xml version="1.0"?>
<metadata xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:dc="http://purl.org/dc/elements/1.1/"><dc:title>Some extensions of optimal stopping with financial applications</dc:title><dc:creator>Perman,	Mihael	(Avtor)
	</dc:creator><dc:creator>Zalokar,	Ana	(Avtor)
	</dc:creator><dc:subject>optimal stopping for Markov chains</dc:subject><dc:subject>equity-linked life insurance with guarantees</dc:subject><dc:date>2019</dc:date><dc:date>2019-03-14 10:29:18</dc:date><dc:type>Neznano</dc:type><dc:identifier>10143</dc:identifier><dc:identifier>UDK: 519.216</dc:identifier><dc:identifier>ISSN pri članku: 1855-3966</dc:identifier><dc:identifier>DOI: 10.26493/1855-3974.1699.74e</dc:identifier><dc:identifier>COBISS.SI-ID: 1541113284</dc:identifier><dc:language>sl</dc:language></metadata>
