Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs (Q3115881): Difference between revisions
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Revision as of 13:39, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs |
scientific article |
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Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs (English)
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11 February 2012
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optimal stopping
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Lévy processes
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non-monotone discontinuous payoffs
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