Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793)

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Optimal Stopping for Lévy Processes with One-Sided Solutions
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    title
    Optimal Stopping for Lévy Processes with One-Sided Solutions (English)
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    DOI
    10.1137/15M1032144
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    author
    Ernesto Mordecki
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    Yuliya S. Mishura
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    publication date
    5 October 2016
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    Mathematics Subject Classification ID
    60G40
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    60G51
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    62L15
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    zbMATH DE Number
    6632756
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    zbMATH Keywords
    optimal stopping
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    Lévy processes
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    one-sided solutions
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    polynomial rewards
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