Pages that link to "Item:Q5415097"
From MaRDI portal
The following pages link to On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097):
Displayed 6 items.
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- Optimality of Two-Parameter Strategies in Stochastic Control (Q6173303) (← links)
