Discounted optimal stopping for maxima in diffusion models with finite horizon

Gapeev, P. V.ORCID logo (2006). Discounted optimal stopping for maxima in diffusion models with finite horizon. Electronic Journal of Probability, 11(38), 1031-1048.
Copy
Item Type Article
Copyright holders © 2006 Pavel V. Gapeev
Departments LSE > Academic Departments > Mathematics
Date Deposited 29 Jan 2008
URI https://researchonline.lse.ac.uk/id/eprint/3221

Explore Further

Full text not available from this repository.

Export as

EndNote BibTeX Reference Manager Refer Atom Dublin Core JSON Multiline CSV
Export

Downloads
View more statistics