On a solution of the optimal stopping problem for processes with independent increments
Alexander Novikov and Albert Shiryaev
| Year of publication: |
2006
|
|---|---|
| Authors: | Novikov, Alexander ; Širjaev, Alʹbert N. |
| Publisher: |
Broadway NSW |
| Extent: | 14 S. |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ISSN 1441-8010, ZDB-ID 2163440-3. - Vol. 178 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.business.uts.edu.au/qfrc/research/research_papers/rp178.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003361829