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Discounted optimal stopping for maxima of some jump-diffusion processes

Gapeev, Pavel V. (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
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 29 Jan 2008
URL: http://eprints.lse.ac.uk/3226/

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