"Optimal Stopping of Linear Diffusions with Random Discounting."

Savas Dayanik (2008)

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DOI: 10.1287/MOOR.1070.0308

access: closed

type: Journal Article

metadata version: 2017-05-28

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Savas Dayanik:
Optimal Stopping of Linear Diffusions with Random Discounting. Math. Oper. Res. 33(3): 645-661 (2008)

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