Global C1 Regularity of the Value Function in Optimal Stopping Problems

De Angelis, T and Peskir, G (Accepted: 2019) Global C1 Regularity of the Value Function in Optimal Stopping Problems. Annals of Applied Probability. ISSN 1050-5164 (In Press)

Metadata

Authors/Creators:
  • De Angelis, T
  • Peskir, G
Dates:
  • Accepted: 24 July 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Funding Information:
FunderGrant number
EPSRCEP/R021201/1
Depositing User: Symplectic Publications
Date Deposited: 04 Sep 2019 14:28
Last Modified: 12 Nov 2019 13:56
Status: In Press
Publisher: Institute of Mathematical Statistics

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Filename: Paper-2.7.19.pdf

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