Monotonicity of the value function for a two-dimensional optimal stopping problem-Reference-Cited by-同舟云学术

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Monotonicity of the value function for a two-dimensional optimal stopping problem

Published:2014-08-01 Issue:4 Volume:24 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Assing Sigurd,Jacka Saul,Ocejo Adriana

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aoap/1400073657

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