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Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns
- Part of
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 799-817
- Print publication:
- September 2014
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Optimal hitting time and perpetual option in a non-Lévy model: application to real options
- Part of
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- Journal:
- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 510-530
- Print publication:
- June 2007
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