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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 3-4: Special issue on optimal stopping with applications
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Original Articles

Optimal stopping via measure transformation: the Beibel–Lerche approach

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Pages 275-291 | Received 23 Mar 2006, Accepted 07 Sep 2006, Published online: 05 Nov 2008

References

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