2 results
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 17 March 2021, pp. 189-219
- Print publication:
- March 2021
-
- Article
- Export citation
Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 799-817
- Print publication:
- September 2014
-
- Article
-
- You have access
- Export citation