On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes |
scientific article |
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On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (English)
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8 July 2012
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optimal stopping problem
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American call-type reward function
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averaging problem
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matrix-exponential distribution
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jump-diffusion process
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