Work

Optimal stopping and embedding

Year: 2000

Type: article

Source: Journal of Applied Probability

DOI: 10.1017/s0021900200018337

Authors: Damien Lamberton, L. C. G. Rogers

Institutions: Laboratoire d’Analyse et de Mathématiques Appliquées, Université Paris-Est Marne-la-Vallée, University of Bath

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2008407639

FWCI: 1.614

Cites: 10

Cited by: 23

Related to: 10