| dc.contributor.author | Rodosthenous, N | en_US |
| dc.contributor.author | Zervos, M | en_US |
| dc.date.accessioned | 2016-12-05T16:09:59Z | |
| dc.date.available | 2016-09-17 | en_US |
| dc.date.issued | 2017-01 | en_US |
| dc.date.submitted | 2016-12-02T14:46:24.112Z | |
| dc.identifier.issn | 0949-2984 | en_US |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/18134 | |
| dc.format.extent | 157 - 186 | en_US |
| dc.relation.ispartof | FINANCE AND STOCHASTICS | en_US |
| dc.rights | This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. | |
| dc.subject | Optimal stopping | en_US |
| dc.subject | Running maximum process | en_US |
| dc.subject | Variational inequality | en_US |
| dc.subject | Two-dimensional free-boundary problem | en_US |
| dc.subject | Separatrix | en_US |
| dc.title | Watermark options | en_US |
| dc.type | Article | |
| dc.rights.holder | © The Author(s) 2016 | |
| dc.identifier.doi | 10.1007/s00780-016-0319-x | en_US |
| pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000391384100004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.issue | 1 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 21 | en_US |
