Discounted optimal stopping for maxima of some jump-diffusion processes

Gapeev, P. V.

(2007). Discounted optimal stopping for maxima of some jump-diffusion processes. Journal of Applied Probability, 44(3), 713-731. https://doi.org/10.1239/jap/1189717540

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Item Type	Article
Copyright holders	© 2007 The Applied Probability Trust
Departments	LSE > Academic 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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Gapeev, Pavel V.

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http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?handle=euclid.jap/1189717540&view=body&content-type=pdfview_1 (Publisher)
https://www.scopus.com/pages/publications/35348897338 (Scopus publication)
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Discounted optimal stopping for maxima of some jump-diffusion processes

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