BEATING THE OMEGA CLOCK: AN OPTIMAL STOPPING PROBLEM WITH RANDOM TIME-HORIZON UNDER SPECTRALLY NEGATIVE LEVY MODELS
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Volume
28
Pagination
2105 - 2140
DOI
10.1214/17-AAP1322
Journal
ANNALS OF APPLIED PROBABILITY
Issue
ISSN
1050-5164
Metadata
Show full item recordAuthors
Rodosthenous, N; Zhang, HCollections
- Applied Mathematics [145]