A note on optimal stopping of regular diffusions under random discounting@@@A note on optimal stopping of regular diffusions under random discounting

By M. Beibel, H. R. Lerche. 2000

47 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/83e0c34f535856b74f86392a28f5155b1ed8c42a

Citations in the corpus

• On the value of optimal stopping games (2006, unknown): “Following [1] and [6], the conditions are expressed in terms of the two quantities”