On the optimal stopping problem for one-dimensional diffusions.

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Publication:2574594

DOI10.1016/S0304-4149(03)00076-0zbMath1075.60524OpenAlexW2157112469MaRDI QIDQ2574594

Savas Dayanik, Ioannis Karatzas

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(03)00076-0




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