Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns

  • Pavel V. Gapeev, Neofytos Rodosthenous
  • Journal of Applied Probability, September 2014, Cambridge University Press
  • DOI: 10.1239/jap/1409932675

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http://dx.doi.org/10.1239/jap/1409932675