Optimal stopping for processes with independent increments, and applications

Date: 2009

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Reference

Deligiannidis, G., Le, H. and Utev, S. (2009) ‘Optimal stopping for processes with independent increments, and applications’, Journal of Applied Probability, 46(4), pp. 1130–1145.

Full text available at www.jstor.org

Author

Dr. Georgios Deligiannidis

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Optimal stopping for processes with independent increments, and applications

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