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Items where Author is "Lerche, Hans Rudolf"

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Article

Gapeev, Pavel V. and Lerche, Hans Rudolf (2011) On the structure of discounted optimal stopping problems for one-dimensional diffusions. Stochastics: an International Journal of Probability and Stochastic Processes, 83 (4-6). pp. 537-554. ISSN 1744-2508

Monograph

Gapeev, Pavel V. and Lerche, Hans Rudolf (2009) Discounted optimal stopping for diffusions: free-boundary versus martingale approach. CDAM research report (LSE-CDAM-2009-03). CDAM@LSE, London, UK.

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