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Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function

Zervos, Mihail and Bronstein, Anne Laure and Hughston, Lane P and Pistorius, Martijn R (2006) Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Journal of Applied Probability, 43 (4). pp. 984-996. ISSN 0021-9002

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Identification Number: 10.1239/jap/1165505201
Item Type: Article
Official URL: http://www.apt.group.shef.ac.uk/ap.html
Additional Information: © 2006 Applied Probability Trust
Subjects: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 15 Aug 2008 14:50
Last Modified: 01 Oct 2010 09:07
URI: http://eprints.lse.ac.uk/id/eprint/15279

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