Optimal stopping problem associated with jump-diffusion processes
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Cites work
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- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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Cited in
(18)- Optimal stopping for a diffusion with jumps
- An optimal stopping problem for jump diffusion logistic population model
- A new weak solution to an optimal stopping problem
- Optimal stopping problem for jump-diffusion processes with regime-switching
- On optimal stopping problems for matrix-exponential jump-diffusion processes
- Stochastic control problem with stopping time under jump-diffusion model
- A class of solvable optimal stopping problems of spectrally negative jump diffusions
- Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
- scientific article; zbMATH DE number 3852145 (Why is no real title available?)
- scientific article; zbMATH DE number 3877054 (Why is no real title available?)
- Examples of optimal stopping via measure transformation for processes with one-sided jumps
- Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
- scientific article; zbMATH DE number 1147065 (Why is no real title available?)
- Optimal stopping under uncertainty in drift and jump intensity
- Optimal stopping, free boundary, and American option in a jump-diffusion model
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions
- Optimal stopping of conditional McKean-Vlasov jump diffusions
- Optimal stopping for dynamic risk measures with jumps and obstacle problems
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