Lon, Pui Chan

Number of items: 3.
Article
  • Zervos, Mihail, Rodosthenous, Neofytos, Lon, Pui Chan, Bernhardt, Thomas (2019). Discretionary stopping of stochastic differential equations with generalised drift. Electronic Journal of Probability, 24, 1 - 39. https://doi.org/10.1214/19-EJP377 picture_as_pdf
  • Lon, Pui Chan, Zervos, Mihail (2011). A model for optimally advertising and launching a product. Mathematics of Operations Research, 36(2), 363-376. https://doi.org/10.1287/moor.1110.0487
    • Thesis
  • Chan, Lon Polly Pui (2011). Two explicitly solvable problems with discretionary stopping [Doctoral thesis]. London School of Economics and Political Science.