scientific article; zbMATH DE number 1897422
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Publication:4802417
zbMath1049.91080MaRDI QIDQ4802417
Publication date: 27 April 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80)
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On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps ⋮ Early exercise boundary and option prices in Lévy driven models ⋮ American options: the EPV pricing model ⋮ On singular stochastic control and optimal stopping of spectrally negative jump diffusions ⋮ Optimal payout policy in presence of downside risk ⋮ Optimal Stopping for Lévy Processes with One-Sided Solutions ⋮ Two-sided optimal stopping for Lévy processes
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