Optimal double stopping of a Brownian bridge

Erik J. Baurdoux, Nan Chen, Budhi A. Surya, Kazutoshi Yamazaki
  • Advances in Applied Probability, December 2015, Cambridge University Press
  • DOI: 10.1017/s0001867800049089
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The following have contributed to this page: Prof. Kazutoshi Yamazaki and Dr Budhi Arta Surya