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Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffsHi

Gapeev, Pavel V., Kort, Peter M. and Lavrutich, Maria (2020) Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffsHi. Advances in Applied Probability. ISSN 0001-8678 (In Press)

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Item Type: Article
Divisions: Mathematics
Date Deposited: 29 Jul 2020 09:03
Last Modified: 31 Jul 2020 23:33
URI: http://eprints.lse.ac.uk/id/eprint/105811

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