Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793): Difference between revisions

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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Perpetual American Options Under Lévy Processes
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+Optimal stopping of strong Markov processes
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+Optimal Stopping for Partial Sums
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+A Jump-Diffusion Model for Option Pricing
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+On the Novikov-Shiryaev optimal stopping problems in continuous time
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+Optimal stopping and perpetual options for Lévy processes
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+Optimal stopping, Appell polynomials, and Wiener–Hopf factorization
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+Optimal Stopping Rules
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+An approach for solving perpetual optimal stopping problems driven by Lévy processes
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