Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968)
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scientific article; zbMATH DE number 5196018
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| English | Finite approximation schemes for Lévy processes, and their application to optimal stopping problems |
scientific article; zbMATH DE number 5196018 |
Statements
Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (English)
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26 September 2007
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Lévy process
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approximation
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optimal stopping
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0.7942933440208435
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0.7847120761871338
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0.7839920520782471
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0.7755006551742554
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