Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function

Zervos, M.ORCID logo, Bronstein, A. L., Hughston, L. P. & Pistorius, M. R. (2006). Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Journal of Applied Probability, 43(4), 984-996. https://doi.org/10.1239/jap/1165505201
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Item Type Article
Copyright holders © 2006 Applied Probability Trust
Departments LSE > Academic Departments > Mathematics
DOI 10.1239/jap/1165505201
Date Deposited 15 Aug 2008
URI https://researchonline.lse.ac.uk/id/eprint/15279

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