Optimal double stopping of a Brownian bridge. Baurdoux, E. J., Chen, N., Surya, B. A., & Yamazaki, K. Advances in Applied Probability, 47(4):1212–1234, December, 2015. Paper bibtex @Article{Baurdoux:2015:ODS,
author = "Erik J. Baurdoux and Nan Chen and Budhi A. Surya and
Kazutoshi Yamazaki",
title = "Optimal double stopping of a {Brownian} bridge",
journal = j-ADV-APPL-PROB,
volume = "47",
number = "4",
pages = "1212--1234",
month = dec,
year = "2015",
CODEN = "AAPBBD",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sun Jan 10 09:47:27 MST 2016",
bibsource = "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://projecteuclid.org/euclid.aap/1449859807",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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