Discounted optimal stopping for maxima of some jump-diffusion processes

Gapeev, Pavel V.

(2007) Discounted optimal stopping for maxima of some jump-diffusion processes. Journal of Applied Probability, 44 (3). pp. 713-731. ISSN 0021-9002

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Item Type	Article
Departments	Mathematics
DOI	10.1239/jap/1189717540
Date Deposited	29 Jan 2008
URI	https://researchonline.lse.ac.uk/id/eprint/3226

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