"Discounted optimal stopping problems in first-passage time models with ..."

Pavel V. Gapeev, Hessah Al Motairi (2022)

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DOI: 10.1017/JPR.2021.85

access: closed

type: Journal Article

metadata version: 2022-10-11

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Pavel V. Gapeev, Hessah Al Motairi:
Discounted optimal stopping problems in first-passage time models with random thresholds. J. Appl. Probab. 59(3): 714-733 (2022)

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