On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283)
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scientific article
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| English | On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models |
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On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (English)
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19 September 2019
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Lévy models
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optimal stopping
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0.91893667
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0.9146242
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0.90361667
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0.90148777
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0.8947059
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0.8935986
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0.88537997
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0.88434494
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