Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623)

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scientific article; zbMATH DE number 7726721
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English
Optimal Stopping for Exponential Lévy Models with Weighted Discounting
scientific article; zbMATH DE number 7726721

    Statements

    title
    Optimal Stopping for Exponential Lévy Models with Weighted Discounting (English)
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    DOI
    10.1137/22m1513538
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    author
    David Landriault
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    Bin Li
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    José M. Pedraza
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    publication date
    15 August 2023
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    Mathematics Subject Classification ID
    91G10
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    60G40
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    60G51
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    60G46
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    zbMATH DE Number
    7726721
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    zbMATH Keywords
    weighted discounting
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    optimal stopping
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    time inconsistency
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    Lévy processes
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    OpenAlex ID
    W4384203558
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    cites work
    Q4223075
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    Q4431586
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    Q3378055
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    Q4937701
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