A class of solvable optimal stopping problems of spectrally negative jump diffusions (Q2930955)
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scientific article; zbMATH DE number 6371681
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| English | A class of solvable optimal stopping problems of spectrally negative jump diffusions |
scientific article; zbMATH DE number 6371681 |
Statements
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (English)
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21 November 2014
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jump diffusions
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optimal stopping
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nonlinear programming
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certainty equivalence
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0.832774817943573
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0.8154114484786987
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0.7987472414970398
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0.7865486741065979
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0.7806174755096436
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