Bayesian sequential testing for Lévy processes with diffusion and jump components (Q2833717)
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scientific article; zbMATH DE number 6656323
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| English | Bayesian sequential testing for Lévy processes with diffusion and jump components |
scientific article; zbMATH DE number 6656323 |
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Bayesian sequential testing for Lévy processes with diffusion and jump components (English)
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25 November 2016
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Lévy processes
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Bayesian sequential testing
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diffusion components
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jump components
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optimal stopping
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free boundary problem
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smooth fit principle
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0.91902155
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0.90898544
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0.89323646
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0.88479066
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