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An explicit solution for an optimal stopping/optimal control problem which models an asset sale

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APA Style

Henderson, V., & Hobson, D. (2008). An explicit solution for an optimal stopping/optimal control problem which models an asset sale. Annals of Applied Probability, 18(5), 1681–1705.

MLA Style

Henderson, V, and D Hobson. “ An Explicit Solution for an Optimal Stopping/Optimal Control Problem Which Models an Asset Sale.” Annals of Applied Probability, vol. 18, no. 5, 2008, pp. 1681–705.

Chicago Style

Henderson, V, and D Hobson. 2008. “ An Explicit Solution for an Optimal Stopping/Optimal Control Problem Which Models an Asset Sale.” Annals of Applied Probability 18 (5): 1681–1705.
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Publisher copy:: 10.1214/07-AAP511

Authors

+ Henderson, V More by this author

Institution:: University of Oxford
Division:: SSD
Department:: Divisional Administration
Sub department:: Oxford-Man Institute
Role:: Author

+ Hobson, D More by this author

Role:: Author

Journal:: Annals of Applied Probability More from this journal
Volume:: 18
Issue:: 5
Pages:: 1681-1705
Publication date:: 2008-10-01
DOI:: 10.1214/07-AAP511
ISSN:: 1050-5164

Pubs id:: pubs:324988
UUID:: uuid:19971c94-1825-4aac-88f9-b83d9281899e
Local pid:: pubs:324988
Source identifiers:: 324988
Deposit date:: 2013-11-17
ARK identifier:: ark:/29072/ora_19971c9418254aac88f9b83d9281899e

Terms of use

Copyright date:: 2008

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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