An optimal stopping problem for spectrally negative Markov additive processes (Q2145820)
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scientific article
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| English | An optimal stopping problem for spectrally negative Markov additive processes |
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An optimal stopping problem for spectrally negative Markov additive processes (English)
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20 June 2022
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optimal stopping
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scale matrices
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excursion theory
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Markov additive processes
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0.829020619392395
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0.8184869289398193
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0.7990797162055969
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0.7826007008552551
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0.780859649181366
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