Items where Author is "Kort, Peter M."

Number of items: 2.
  • Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Gapeev, Pavel V. and Kort, Peter M. and Lavrutich, Maria picture_as_pdf
  • Optimal double stopping problems for maxima and minima of geometric Brownian motions. Gapeev, Pavel V. and Kort, Peter M. and Lavrutich, Maria N. and Thijssen, Jacco J. J. picture_as_pdf