Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121): Difference between revisions

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Latest revision as of 09:49, 30 July 2024

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Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models
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    Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (English)
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    7 November 2018
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    Lévy process
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    optimal stopping
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    omega clock
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    occupation times
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    random discount rate
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    impatience
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