| dc.contributor.author | Rodosthenous, N | en_US |
| dc.contributor.author | Zhang, H | en_US |
| dc.date.accessioned | 2017-07-25T14:05:45Z | |
| dc.date.available | 2017-06-10 | en_US |
| dc.date.issued | 2018-08 | en_US |
| dc.date.submitted | 2017-07-25T14:24:47.661Z | |
| dc.identifier.issn | 1050-5164 | en_US |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/24971 | |
| dc.description.sponsorship | EPSRC Grant Number EP/P017193/1 | en_US |
| dc.format.extent | 2105 - 2140 | en_US |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | ANNALS OF APPLIED PROBABILITY | en_US |
| dc.subject | Levy process | en_US |
| dc.subject | optimal stopping | en_US |
| dc.subject | Omega clock | en_US |
| dc.subject | occupation times | en_US |
| dc.subject | random discount rate | en_US |
| dc.subject | impatience | en_US |
| dc.title | BEATING THE OMEGA CLOCK: AN OPTIMAL STOPPING PROBLEM WITH RANDOM TIME-HORIZON UNDER SPECTRALLY NEGATIVE LEVY MODELS | en_US |
| dc.type | Article | |
| dc.identifier.doi | 10.1214/17-AAP1322 | en_US |
| pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000441162200005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.issue | 4 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 28 | en_US |
| qmul.funder | Optimal timing for financial & economic decisions::EPSRC | en_US |
