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

Zervos, Mihail

; Bronstein, Anne Laure; Hughston, Lane P; and Pistorius, Martijn R (2006) Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function Journal of Applied Probability, 43 (4). pp. 984-996. ISSN 0021-9002

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Item Type	Article
Departments	Mathematics
DOI	10.1239/jap/1165505201
Date Deposited	15 Aug 2008 14:50
URI	https://researchonline.lse.ac.uk/id/eprint/15279

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Zervos, Mihail
Bronstein, Anne Laure
Hughston, Lane P
Pistorius, Martijn R

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