Zervos, Mihail, Bronstein, Anne Laure, 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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.apt.group.shef.ac.uk/ap.html |
| Additional Information: | © 2006 Applied Probability Trust |
| Library of Congress subject classification: | Q Science > QA Mathematics |
| Sets: | Departments > Mathematics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/15279/ |
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