Gapeev, Pavel V. 
ORCID: 0000-0002-1346-2074
(2006)
Discounted optimal stopping for maxima in diffusion models with finite horizon.
Electronic Journal of Probability, 11 (38).
pp. 1031-1048.
ISSN 1083-6489
| Item Type: | Article |
|---|---|
| Official URL: | http://www.math.washington.edu/~ejpecp/ |
| Additional Information: | © 2006 Pavel V. Gapeev |
| Divisions: | Mathematics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 29 Jan 2008 |
| Last Modified: | 11 Dec 2024 23:03 |
| URI: | http://eprints.lse.ac.uk/id/eprint/3221 |
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