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Discounted optimal stopping for maxima in diffusion models with finite horizon

Gapeev, Pavel V. (2006) Discounted optimal stopping for maxima in diffusion models with finite horizon. Electronic Journal of Probability, 11 (38). pp. 1031-1048. ISSN 1083-6489

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Item Type: Article
Official URL: http://www.math.washington.edu/~ejpecp/
Additional Information: © 2006 Pavel V. Gapeev
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Date Deposited: 29 Jan 2008
Last Modified: 01 Oct 2010 08:49
URI: http://eprints.lse.ac.uk/id/eprint/3221

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