Work

On a solution of the optimal stopping problem for processes with independent increments

Year: 2007

Type: article

Source: Stochastics

DOI: 10.1080/17442500601090409

Authors: Alexander Novikov, Albert Shiryaev

Institution: University of Technology Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1523662013

FWCI: 4.731

Cites: 9

Cited by: 45

Related to: 10