Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289): Difference between revisions
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Revision as of 10:18, 1 March 2024
scientific article; zbMATH DE number 7458587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process |
scientific article; zbMATH DE number 7458587 |
Statements
Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (English)
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18 January 2022
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spectrally negative Lévy process
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optimal prediction
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optimal stopping
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scale functions
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