Optimal stopping of Markov switching Lévy processes (Q2875272): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442508.2013.797422 / rank
 
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Latest revision as of 21:13, 8 July 2024

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Optimal stopping of Markov switching Lévy processes
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    Optimal stopping of Markov switching Lévy processes (English)
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    14 August 2014
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    optimal stopping
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    Lévy process
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    regime switching
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    Markov chain
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    Hamilton-Jacobi-Bellman variational inequalities
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    viscosity solutions
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