Discounted optimal stopping for maxima in diffusion models with finite horizon

Gapeev, Pavel V.

(2006) Discounted optimal stopping for maxima in diffusion models with finite horizon Electronic Journal of Probability, 11 (38). pp. 1031-1048. ISSN 1083-6489

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Item Type	Article
Departments	Mathematics
Date Deposited	29 Jan 2008
URI	https://researchonline.lse.ac.uk/id/eprint/3221

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Gapeev, Pavel V.

HA Statistics

http://www.math.washington.edu/~ejpecp/ (Official URL)

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