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Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function

By Mihail Zervos, Anne Laure Bronstein, Lane P Hughston and Martijn R Pistorius
Topics: QA Mathematics
Publisher: Applied Probability Trust
Year: 2006
DOI identifier: 10.1239/jap
OAI identifier: oai:eprints.lse.ac.uk:15279
Provided by: LSE Research Online
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