Beating the Omega Clock: An Optimal Stopping Problem with Random Time-Horizon Under Spectrally Negative Lévy Models
- Submitting institution
-
Queen Mary University of London
- Unit of assessment
- 10 - Mathematical Sciences
- Output identifier
- 315
- Type
- D - Journal article
- DOI
-
10.1214/17-AAP1322
- Title of journal
- Annals of Applied Probability
- Article number
- -
- First page
- 2105
- Volume
- 28
- Issue
- 4
- ISSN
- 1050-5164
- Open access status
- Compliant
- Month of publication
- October
- Year of publication
- 2017
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
