Journal article
An explicit solution for an optimal stopping/optimal control problem which models an asset sale
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- Publisher copy:
- 10.1214/07-AAP511
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Authors
Bibliographic Details
- Journal:
- Annals of Applied Probability
- Volume:
- 18
- Issue:
- 5
- Pages:
- 1681-1705
- Publication date:
- 2008-10-01
- DOI:
- ISSN:
-
1050-5164
- Source identifiers:
-
324988
Item Description
- Pubs id:
-
pubs:324988
- UUID:
-
uuid:19971c94-1825-4aac-88f9-b83d9281899e
- Local pid:
- pubs:324988
- Deposit date:
- 2013-11-17
Terms of use
- Copyright date:
- 2008
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