Optimal double stopping problems for maxima and minima of geometric Brownian motions

dc.contributor.author	Gapeev, Pavel
dc.contributor.author	Kort, P.M.
dc.contributor.author	Lavrutich, Maria
dc.contributor.author	Thijssen, Jacco J.J.
dc.date.accessioned	2022-11-24T13:21:03Z
dc.date.available	2022-11-24T13:21:03Z
dc.date.created	2022-04-20T14:22:16Z
dc.date.issued	2022
dc.identifier.issn	1387-5841
dc.identifier.uri	https://hdl.handle.net/11250/3033902
dc.language.iso	eng	en_US
dc.publisher	Springer	en_US
dc.rights	Navngivelse 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by/4.0/deed.no	*
dc.title	Optimal double stopping problems for maxima and minima of geometric Brownian motions	en_US
dc.title.alternative	Optimal double stopping problems for maxima and minima of geometric Brownian motions	en_US
dc.type	Journal article	en_US
dc.type	Peer reviewed	en_US
dc.description.version	publishedVersion	en_US
dc.source.journal	Methodology and Computing in Applied Probability	en_US
dc.identifier.doi	10.1007/s11009-022-09959-w
dc.identifier.cristin	2017917
cristin.ispublished	true
cristin.fulltext	postprint
cristin.fulltext	original
cristin.qualitycode	1

Med mindre annet er angitt, så er denne innførselen lisensiert som Navngivelse 4.0 Internasjonal