Optimal stopping of regular diffusions under random discounting

Theory of Probability and its Applications

Volumn 45, Issue 4, 2000, Pages 547-557

  Beibel, M ^a   Lerche, H R ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Diffusions; Generalized parking problems; Optimal stopping; Random regret

Indexed keywords

EID: 0034747602     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X9797852X     Document Type: Article

References (11)

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