Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983)
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scientific article; zbMATH DE number 6688276
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| English | Entry-exit decisions with underlying processes following geometric Lévy processes |
scientific article; zbMATH DE number 6688276 |
Statements
Entry-exit decisions with underlying processes following geometric Lévy processes (English)
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23 February 2017
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optimal stopping
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entry-exit decision problems
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geometric Lévy process
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Wiener-Hopf factorization
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0.8272345662117004
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0.8220064640045166
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0.7962926030158997
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0.7779975533485413
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0.7705439329147339
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