The Wiener disorder problem with finite horizon

Gapeev, Pavel V.

; and Peskir, G. (2006) The Wiener disorder problem with finite horizon Stochastic Processes and Their Applications, 116 (12). pp. 1770-1791. ISSN 0304-4149

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Item Type	Article
Departments	Mathematics
DOI	10.1016/j.spa.2006.04.005
Date Deposited	29 Jan 2008
URI	https://researchonline.lse.ac.uk/id/eprint/3223

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Gapeev, Pavel V.
Peskir, G.

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http://www.sciencedirect.com/science/journal/03044... (Official URL)

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