Discretionary stopping of stochastic differential equations with generalised drift (2019)
Attributed to:
Optimal timing for financial and economic decisions under adverse and stressful conditions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1214/19-ejp377
Publication URI: http://dx.doi.org/10.1214/19-ejp377
Type: Journal Article/Review
Parent Publication: Electronic Journal of Probability
Issue: none