Work

Solving the Poisson Disorder Problem

Year: 2002

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-662-04790-3_16

Authors: Goran Peskir, Albert N. Shiryaev

Institutions: Aarhus University, Steklov Mathematical Institute

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2109410136

FWCI: 10.06

Cites: 12

Cited by: 116

Related to: 10