Optimal stopping problem associated with jump-diffusion processes (Q2909978)
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scientific article; zbMATH DE number 6078911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping problem associated with jump-diffusion processes |
scientific article; zbMATH DE number 6078911 |
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Optimal Stopping Problem Associated with Jump-diffusion Processes (English)
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7 September 2012
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optimal stopping
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Lévy process
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viscosity solution
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0.8890983462333679
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0.8576847314834595
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0.8556140065193176
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0.836442232131958
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