Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
Crossref DOI link: https://doi.org/10.1007/s00186-017-0602-4
Published Online: 2017-07-13
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alvarez E., Luis H. R.
Salminen, Paavo
License valid from 2017-07-13