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"Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs."

Svetlana Boyarchenko, Sergei Levendorskii (2011)

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DOI: 10.1137/100808204

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/BoyarchenkoL11
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  - https://dblp.org/rec/journals/siamco/BoyarchenkoL11
Svetlana Boyarchenko, Sergei Levendorskii:
Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs. SIAM J. Control. Optim. 49(5): 2062-2082 (2011)

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