"On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions."

Cheng Cai, Tiziano De Angelis, Jan Palczewski (2023)

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DOI: 10.1137/21M1448094

access: closed

type: Journal Article

metadata version: 2023-08-18

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Cheng Cai, Tiziano De Angelis, Jan Palczewski:
On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions. SIAM J. Control. Optim. 61(3): 1513-1531 (2023)

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