Discounted optimal stopping for maxima in diffusion models with finite horizon.
Gapeev, Pavel V.
Electronic Communications in Probability [electronic only], Tome 11 (2006), p. 1031-1048 / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:128201 
@article{05214010,
     title = {Discounted optimal stopping for maxima in diffusion models with finite horizon.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {11},
     year = {2006},
     pages = {1031-1048},
     zbl = {1127.60037},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05214010}
}

Gapeev, Pavel V. Discounted optimal stopping for maxima in diffusion models with finite horizon.. Electronic Communications in Probability [electronic only], Tome 11 (2006) pp. 1031-1048. http://gdmltest.u-ga.fr/item/05214010/