| dc.contributor.author | Zervos, M | en_US |
| dc.contributor.author | Rodosthenous, N | en_US |
| dc.contributor.author | Lon, PC | en_US |
| dc.contributor.author | Bernhardt, T | en_US |
| dc.date.accessioned | 2019-11-29T10:54:02Z | |
| dc.date.available | 2019-10-16 | en_US |
| dc.date.issued | 2019 | en_US |
| dc.identifier.issn | 1083-6489 | en_US |
| dc.identifier.other | ARTN 140 | en_US |
| dc.identifier.other | ARTN 140 | en_US |
| dc.identifier.uri | https://qmro.qmul.ac.uk/xmlui/handle/123456789/61634 | |
| dc.relation.ispartof | ELECTRONIC JOURNAL OF PROBABILITY | en_US |
| dc.rights | This is a pre-copyedited, author-produced version of an article accepted for publication in Electronic Journal of Probability following peer review. | |
| dc.subject | optimal stopping | en_US |
| dc.subject | stochastic differential equations with generalised drift | en_US |
| dc.subject | skew Brownian motion | en_US |
| dc.subject | variational inequalities | en_US |
| dc.subject | perpetual American options | en_US |
| dc.title | Discretionary stopping of stochastic differential equations with generalised drift | en_US |
| dc.type | Article | |
| dc.rights.holder | © Institute of Mathematical Statistics 2019 | |
| dc.identifier.doi | 10.1214/19-EJP377 | en_US |
| pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000511843400001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 24 | en_US |
| rioxxterms.funder | Default funder | en_US |
| rioxxterms.identifier.project | Default project | en_US |
| qmul.funder | Optimal timing for financial & economic decisions::EPSRC | en_US |
