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Optimal stopping time with stochastic volatility

Crossref DOI link: https://doi.org/10.1016/j.econmod.2014.05.016

Published Print: 2014-08

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Zhang, Ran

Xu, Shuang
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This article is maintained by: Elsevier

Article Title: Optimal stopping time with stochastic volatility

Journal Title: Economic Modelling

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.econmod.2014.05.016

Content Type: article

Copyright: Copyright © 2014 Elsevier B.V. All rights reserved.