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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Identification Number: 10.1239/jap/1189717540
| 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: | 04 Jan 2024 20:54 |
| URI: | http://eprints.lse.ac.uk/id/eprint/3226 |
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