Gapeev, Pavel, Kort, Peter, Lavrutich, Maria et al. (1 more author) (2022) Optimal double stopping problems for maxima and minima of geometric Brownian motions. Methodology and Computing in Applied Probability. pp. 789-813. ISSN 1573-7713
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © The Author(s) 2022 |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Sciences (York) > Mathematics (York) |
Depositing User: | Pure (York) |
Date Deposited: | 20 Apr 2022 08:40 |
Last Modified: | 06 Dec 2023 14:41 |
Published Version: | https://doi.org/10.1007/s11009-022-09959-w |
Status: | Published |
Refereed: | Yes |
Identification Number: | https://doi.org/10.1007/s11009-022-09959-w |
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