The structure of the stopping region in a Lévy model
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Publication:2849252
DOI10.1090/S0094-9000-2012-00864-8zbMath1279.60053MaRDI QIDQ2849252
A. G. Moroz, Georgiy M. Shevchenko
Publication date: 17 September 2013
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
60G51: Processes with independent increments; Lévy processes
60G40: Stopping times; optimal stopping problems; gambling theory
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