Integration of the optimal risk in a stopping problem with absorption
Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 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},
pages = {405--420},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {23},
year = {1989},
zbl = {0731.60042},
mrnumber = {1022928},
language = {en},
url = {http://www.numdam.org/item/SPS_1989__23__405_0/}
}
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AU  - Karatzas, Ioannis
TI  - Integration of the optimal risk in a stopping problem with absorption
JO  - Séminaire de probabilités de Strasbourg
PY  - 1989
DA  - 1989///
SP  - 405
EP  - 420
VL  - 23
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1989__23__405_0/
UR  - https://zbmath.org/?q=an%3A0731.60042
UR  - https://www.ams.org/mathscinet-getitem?mr=1022928
LA  - en
ID  - SPS_1989__23__405_0
ER  - 
El Karoui, Nicole; Karatzas, Ioannis. Integration of the optimal risk in a stopping problem with absorption. Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 405-420. http://www.numdam.org/item/SPS_1989__23__405_0/

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