An asymptotic expansion for the optimal stopping boundary in problems with non-linear costs of observation
Irle A, Kubillus O, Paulsen V
Research article (journal)Details about the publication
Journal: Journal of Applied Probability (J. Appl. Probab.)
Volume: 38
Issue: 1
Page range: 67-79
Status: Published
Release year: 2001
Link to the full text: http://projecteuclid.org/getRecord?id=euclid.jap/996986644
Authors from the University of Münster
| Paulsen, Volkert |