On optimal stopping problems with positive discounting rates and related Laplace transforms of first hitting times in models with geometric Brownian motions

Gapeev, Pavel V. (2021) On optimal stopping problems with positive discounting rates and related Laplace transforms of first hitting times in models with geometric Brownian motions. In: Proceedings of 24th International Congress on Modelling and Simulation: Track A1. Computational statistics and data analysis. UNSPECIFIED. (In Press)

Text (MODSIM2021-Gapeev-21-07-17f) - Accepted Version Download (229kB)

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Item Type:	Book Section
Divisions:	Mathematics
Date Deposited:	18 Oct 2021 10:27
Last Modified:	14 Sep 2024 10:17
URI:	http://eprints.lse.ac.uk/id/eprint/112456

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