Pages that link to "Item:Q2910907"
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The following pages link to Regularity of the Optimal Stopping Problem for Jump Diffusions (Q2910907):
Displayed 3 items.
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)