Optimal stopping of Brownian motion with broken drift.

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Abstract

@article{4355f0b687f243adb8920da5b7f09460,

title = "Optimal stopping of Brownian motion with broken drift.",

author = "Ernesto Mordecki and Paavo Salminen",

note = "ej bett om fulltext 5.8.20 J{\"O}",

year = "2019",

doi = "10.1002/hf2.10034",

language = "Odefinierat/ok{\"a}nt",

volume = "2",

pages = "113–120",

journal = "High Frequency",

issn = "2470-6981",

number = "2",

}