Optimal stopping of Brownian motion with broken drift.

A1 Journal article (refereed)

Internal Authors/Editors

Publication Details

List of Authors: Ernesto Mordecki, Paavo Salminen
Publisher: Wiley Periodicals, Inc
Publication year: 2019
Journal: High Frequency
Volume number: 2
Issue number: 2
Start page: 113
End page: 120

Last updated on 2020-02-04 at 06:25