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Latest revision as of 10:17, 5 July 2024

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On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
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    On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (English)
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    8 July 2012
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    optimal stopping problem
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    American call-type reward function
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    averaging problem
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    matrix-exponential distribution
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    jump-diffusion process
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