An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approach for solving perpetual optimal stopping problems driven by Lévy processes |
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An approach for solving perpetual optimal stopping problems driven by Lévy processes (English)
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30 March 2007
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Optimal stopping problem
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American put-type options
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Principles of smooth and continuous pasting
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Levy process and Wiener-Hopf factorization
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