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"On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes."

Yuan-Chung Sheu, Ming-Yao Tsai (2012)

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DOI: 10.1017/S0021900200009256

access: closed

type: Journal Article

metadata version: 2020-04-16

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Yuan-Chung Sheu, Ming-Yao Tsai:
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes. J. Appl. Probab. 49(2): 531-548 (2012)

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