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Optimal stopping of the stable process with state-dependent killing

Schaik, K van; Watson, AR; Xu, X; (2024) Optimal stopping of the stable process with state-dependent killing. Bernoulli: a journal of mathematical statistics and probability (In press). Green open access

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Type: Article
Title: Optimal stopping of the stable process with state-dependent killing
Open access status: An open access version is available from UCL Discovery
Publisher version: https://www.bernoullisociety.org/index.php/publica...
Language: English
Additional information: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/10188365
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