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

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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Item Type: Article
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© The Author(s) 2022
Dates:
  • Published: June 2022
  • Published (online): 14 May 2022
  • Accepted: 8 April 2022
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: 23 Jan 2025 00:28
Published Version: https://doi.org/10.1007/s11009-022-09959-w
Status: Published
Refereed: Yes
Identification Number: 10.1007/s11009-022-09959-w
Open Archives Initiative ID (OAI ID):

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