Approximation of optimal stopping problems

Stochastic Processes and their Applications

Volumn 90, Issue 2, 2000, Pages 301-325

  Kühne, Robert ^a   Rüschendorf, Ludger ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Critical curve; Max stable distributions; Optimal stopping; Poisson processes

Indexed keywords

EID: 0007010254     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00048-X     Document Type: Article

References (14)

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