Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum
Crossref DOI link: https://doi.org/10.3103/S002713221403005X
Published Online: 2014-07-05
Published Print: 2014-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Vorob’ev, A. L.
Text and Data Mining valid from 2014-05-01
Version of Record valid from 2014-05-01
Article History
Received: 1 March 2013
First Online: 5 July 2014