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
| 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) |
| Date Deposited: | 29 Jan 2008 |
| URL: | http://eprints.lse.ac.uk/3226/ |
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