Properties of the optimal stopping domain in the Lévy model (Q2923390)

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Properties of the optimal stopping domain in the Lévy model
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    Statements

    title
    Properties of the optimal stopping domain in the Lévy model (English)
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    author
    A. G. Moroz
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    publication date
    15 October 2014
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    zbMATH Keywords
    optimal stopping domain
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    Lévy financial market model
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    threshold structure
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60G51
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    91G80
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    zbMATH DE Number
    6356213
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