dalang.hongler:04:right¶
BibTeX Entry:
@article{dalang.hongler:04:right,
author = {Dalang, Robert C. and Hongler, M.-O.},
doi = {10.1214/105051604000000747},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164},
journal = {Ann. Appl. Probab.},
mrclass = {60G40 (60J27 91B28)},
mrnumber = {2100388},
mrreviewer = {Fabio P. Machado},
number = {4},
pages = {2176--2201},
title = {The right time to sell a stock whose price is driven by {M}arkovian noise},
url = {https://doi.org/10.1214/105051604000000747},
volume = {14},
year = {2004}
}