Optimal stopping for the exponential of a Brownian bridge (2020)
Attributed to:
A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/jpr.2019.98
Publication URI: http://dx.doi.org/10.1017/jpr.2019.98
Type: Journal Article/Review
Parent Publication: Journal of Applied Probability
Issue: 1