2 results
Optimal stopping and maximal inequalities for geometric Brownian motion
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- Journal:
- Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
- Published online by Cambridge University Press:
- 14 July 2016, pp. 856-872
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- December 1998
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On wald-type optimal stopping for Brownian motion
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- Journal:
- Journal of Applied Probability / Volume 34 / Issue 1 / March 1997
- Published online by Cambridge University Press:
- 14 July 2016, pp. 66-73
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- March 1997
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