A1 Refereed original research article in a scientific journal

Timing in the presence of directional predictability: Optimal stopping of skew Brownian motion

Authors: Luis H. R. Alvarez E., Paavo Salminen

Publisher: SPRINGER HEIDELBERG

Publication year: 2017

Journal: Mathematical Methods of Operations Research

Volume: 86

Issue: 2

First page : 377

Last page: 400

Number of pages: 24

ISSN: 1432-2994

eISSN: 1432-5217

DOI: https://doi.org/10.1007/s00186-017-0602-4(external)