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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Revision as of 20:54, 18 April 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)
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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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