Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7726721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal Stopping for Exponential Lévy Models with Weighted Discounting |
scientific article; zbMATH DE number 7726721 |
Statements
Optimal Stopping for Exponential Lévy Models with Weighted Discounting (English)
0 references
15 August 2023
0 references
weighted discounting
0 references
optimal stopping
0 references
time inconsistency
0 references
Lévy processes
0 references
0 references
0 references
0 references
0.8054524064064026
0 references
0.7985551357269287
0 references
0.7953328490257263
0 references
0.7945703864097595
0 references
