Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:20, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models |
scientific article |
Statements
Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (English)
0 references
7 November 2018
0 references
Lévy process
0 references
optimal stopping
0 references
omega clock
0 references
occupation times
0 references
random discount rate
0 references
impatience
0 references
