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Gapeev, Pavel V.

  1. Optimal stopping problems in diffusion-type models with running maxima and drawdowns
    2014/05/17 by Gapeev, Pavel V., Rodosthenous, Neofytos · 1 citation
    #34K10 #34L30 #60G40 #60J60 #91B25 #91B70 #FOS: Mathematics #Probability (math.PR)