Martingale approach to stochastic control with discretionary stopping

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Publication:2502186

DOI10.1007/s00245-005-0841-2zbMath1136.93047OpenAlexW2130933904MaRDI QIDQ2502186

Ingrid-Mona Zamfirescu, Ioannis Karatzas

Publication date: 12 September 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-005-0841-2




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