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"A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump ..."

Luis H. R. Alvarez, Pekka Matomäki, Teppo A. Rakkolainen (2014)

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DOI: 10.1137/13090941X

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/AlvarezMR14
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  - https://dblp.org/rec/journals/siamco/AlvarezMR14
Luis H. R. Alvarez, Pekka Matomäki, Teppo A. Rakkolainen:
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. SIAM J. Control. Optim. 52(4): 2224-2249 (2014)

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