Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function

Zervos, Mihail ORCID: 0000-0001-5194-6881, Bronstein, Anne Laure, Hughston, Lane P and Pistorius, Martijn R (2006) Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Journal of Applied Probability, 43 (4). pp. 984-996. ISSN 0021-9002

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Item Type:	Article
Official URL:	http://www.apt.group.shef.ac.uk/ap.html
Additional Information:	© 2006 Applied Probability Trust
Divisions:	Mathematics
Subjects:	Q Science > QA Mathematics
Date Deposited:	15 Aug 2008 14:50
Last Modified:	11 Dec 2024 22:59
URI:	http://eprints.lse.ac.uk/id/eprint/15279

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