Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451): Difference between revisions

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+https://doi.org/10.1007/s10436-008-0100-z
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+W2094007783
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+A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions
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+Perpetual American Options Under Lévy Processes
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+American options: the EPV pricing model
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+Optimal stopping made easy
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+Irreversible decisions under uncertainty. Optimal stopping made easy
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+Optimal stopping and perpetual options for Lévy processes
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