Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions
Crossref DOI link: https://doi.org/10.1007/s11009-022-09959-w
Published Online: 2022-05-14
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gapeev, Pavel V.
Kort, Peter M.
Lavrutich, Maria N.
Thijssen, Jacco J. J.
Text and Data Mining valid from 2022-05-14
Version of Record valid from 2022-05-14
Article History
Received: 24 May 2021
Revised: 23 February 2022
Accepted: 8 April 2022
First Online: 14 May 2022