Integration of the optimal risk in a stopping problem with absorption
Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 405-420
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@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}, mrnumber = {1022928}, zbl = {0731.60042}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SPS_1989__23__405_0/} }
TY - JOUR AU - El Karoui, Nicole AU - Karatzas, Ioannis TI - Integration of the optimal risk in a stopping problem with absorption JO - Séminaire de probabilités de Strasbourg PY - 1989 SP - 405 EP - 420 VL - 23 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1989__23__405_0/ LA - en ID - SPS_1989__23__405_0 ER -
%0 Journal Article %A El Karoui, Nicole %A Karatzas, Ioannis %T Integration of the optimal risk in a stopping problem with absorption %J Séminaire de probabilités de Strasbourg %D 1989 %P 405-420 %V 23 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1989__23__405_0/ %G en %F 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, Tome 23 (1989), pp. 405-420. http://geodesic.mathdoc.fr/item/SPS_1989__23__405_0/