Examples of optimal stopping via measure transformation for processes with one-sided jumps.

E.J. Baurdoux

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Keywords

@article{db4b685852044cd0abb43140aea26654,

title = "Examples of optimal stopping via measure transformation for processes with one-sided jumps.",

keywords = "Mathematics, Landbouwwetenschappen, Natuurwetenschappen, Wiskunde: algemeen",

author = "E.J. Baurdoux",

year = "2007",

language = "Undefined/Unknown",

volume = "79",

pages = "303--307",

journal = "Stochastics",

issn = "1744-2508",

publisher = "Gordon and Breach Science Publishers",

number = "3-4",

}