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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 1-2: Optimal Stopping and Applications Part I
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Original Articles

Optimal stopping of the maximum process: a converse to the results of Peskir

Pages 85-102 | Received 02 May 2006, Accepted 29 Sep 2006, Published online: 05 Nov 2008

References

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  • Peskir , G. 1998 . Optimal stopping of the maximum process: the maximality principle . The Annals of Probability , 26 : 1614 – 1640 .
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