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"Optimal Stopping Under Uncertainty in Drift and Jump Intensity."

Volker Krätschmer et al. (2018)

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DOI: 10.1287/MOOR.2017.0899

access: closed

type: Journal Article

metadata version: 2018-12-26

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  dblp key:
  - journals/mor/KratschmerLLSS18
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  - https://dblp.org/rec/journals/mor/KratschmerLLSS18
Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje:
Optimal Stopping Under Uncertainty in Drift and Jump Intensity. Math. Oper. Res. 43(4): 1177-1209 (2018)

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