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Stopping Brownian Motion without Anticipation as Close as Possible to its Ultimate Maximum

By S.E. Graversen, G. Peskir and A.N. Shiryaev
Research Reports
No. 405, June 1999
Abstract:
No abstract available
Theory Probab. Appl. 45, No. 1 (2000), 125-136, Russian
Format available: Paper version only.