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On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 181-198
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- March 2007
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Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 984-996
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- December 2006
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Discounted optimal stopping problems for the maximum process
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- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 972-983
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- December 2000
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