On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time
Work
Year: 2005
Type: article
Abstract: Novikov and Shiryaev (2004) give explicit solutions to a class of optimal stopping problems for random walks based on other similar examples given in Darling et al. (1972). We give the analogue of the... more
Authors Andreas E. Kyprianou, Budhi Surya
Institution Heriot-Watt University
Cites: 11
Cited by: 47
Related to: 10
FWCI: 2.252
Citation percentile (by year/subfield): 90.34
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: gold
APC paid (est): $675