Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644)
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scientific article; zbMATH DE number 5232349
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| English | Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes |
scientific article; zbMATH DE number 5232349 |
Statements
Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (English)
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5 February 2008
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optimal stopping
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jump-diffusion
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0.8995075821876526
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0.8744493126869202
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0.8637645244598389
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0.8637645244598389
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