Optimal stopping problems for time-homogeneous diffusions: a review
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Optimal stopping problems for time-homogeneous diffusions: a review. / Pedersen, Jesper Lund.
Recent Advances in Applied Probability. Springer, 2005. s. 427-454.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Pedersen, JL 2005, Optimal stopping problems for time-homogeneous diffusions: a review. i Recent Advances in Applied Probability. Springer, s. 427-454.
APA
Pedersen, J. L. (2005). Optimal stopping problems for time-homogeneous diffusions: a review. I Recent Advances in Applied Probability (s. 427-454). Springer.
Vancouver
Pedersen JL. Optimal stopping problems for time-homogeneous diffusions: a review. I Recent Advances in Applied Probability. Springer. 2005. s. 427-454
Author
Bibtex
@inbook{9164bcd074c111dbbee902004c4f4f50,
title = "Optimal stopping problems for time-homogeneous diffusions: a review",
author = "Pedersen, {Jesper Lund}",
year = "2005",
language = "English",
isbn = "0-387-23378-4",
pages = "427--454",
booktitle = "Recent Advances in Applied Probability",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - Optimal stopping problems for time-homogeneous diffusions: a review
AU - Pedersen, Jesper Lund
PY - 2005
Y1 - 2005
M3 - Book chapter
SN - 0-387-23378-4
SP - 427
EP - 454
BT - Recent Advances in Applied Probability
PB - Springer
ER -
ID: 61963