Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions.
| Autor: | Gapeev, Pavel V.1 (AUTHOR) p.v.gapeev@lse.ac.uk, Kort, Peter M.2,3 (AUTHOR), Lavrutich, Maria N.4 (AUTHOR), Thijssen, Jacco J. J.5 (AUTHOR) |
|---|---|
| Zdroj: | Methodology & Computing in Applied Probability. Jun2022, Vol. 24 Issue 2, p789-813. 25p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|