Discounted optimal stopping for maxima of some jump-diffusion processes

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 (2007) Discounted optimal stopping for maxima of some jump-diffusion processes. Journal of Applied Probability, 44 (3). pp. 713-731. ISSN 0021-9002

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Item Type:	Article
Official URL:	http://www.appliedprobability.org/ap.html
Additional Information:	© 2007 The Applied Probability Trust
Divisions:	Mathematics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	29 Jan 2008
Last Modified:	11 Dec 2024 23:11
URI:	http://eprints.lse.ac.uk/id/eprint/3226

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