Integration of the optimal risk in a stopping problem with absorption
Séminaire de probabilités de Strasbourg, Volume 23  (1989), p. 405-420
@article{SPS_1989__23__405_0,
author = {El Karoui, Nicole and Karatzas, Ioannis},
title = {Integration of the optimal risk in a stopping problem with absorption},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {23},
year = {1989},
pages = {405-420},
zbl = {0731.60042},
mrnumber = {1022928},
language = {en},
url = {http://www.numdam.org/item/SPS_1989__23__405_0}
}

El Karoui, Nicole; Karatzas, Ioannis. Integration of the optimal risk in a stopping problem with absorption. Séminaire de probabilités de Strasbourg, Volume 23 (1989) , pp. 405-420. http://www.numdam.org/item/SPS_1989__23__405_0/

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