Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623)
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scientific article; zbMATH DE number 7726721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping for Exponential Lévy Models with Weighted Discounting |
scientific article; zbMATH DE number 7726721 |
Statements
Optimal Stopping for Exponential Lévy Models with Weighted Discounting (English)
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15 August 2023
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weighted discounting
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optimal stopping
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time inconsistency
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Lévy processes
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