On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887)
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scientific article; zbMATH DE number 7700213
Language | Label | Description | Also known as |
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English | On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions |
scientific article; zbMATH DE number 7700213 |
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On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (English)
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22 June 2023
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optimal stopping
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free boundary problems
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continuous optimal boundaries
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jump-diffusions
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