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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.math.washington.edu/~ejpecp/ |
| Additional Information: | © 2006 Pavel V. Gapeev |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Sets: | Departments > Mathematics Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM) |
| Date Deposited: | 29 Jan 2008 |
| URL: | http://eprints.lse.ac.uk/3221/ |
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