Author:
Christensen Sören,Irle Albrecht,Novikov Alexander
Subject
Modelling and Simulation,Statistics and Probability
Reference10 articles.
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3. Jacobsen , M. ( 2006 ). Exit Times for a Class of Autoregressive Sequences and Random Walks,Working Paper, Department of Applied Mathematics and Statistics University of Copenhagen, Copenhagen, Denmark.
4. Optimal stopping via measure transformation: the Beibel–Lerche approach
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