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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

Constructing time-homogeneous generalized diffusions consistent with optimal stopping values

David Hobson Department of Statistics, University of Warwick, Coventry, CV47AL, UKCorrespondence[email protected]
&
Martin Klimmek Department of Statistics, University of Warwick, Coventry, CV47AL, UKView further author information
Pages 477-503 | Received 04 Nov 2009, Accepted 06 Sep 2010, Published online: 09 Jun 2011

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