Variance Optimal Stopping for Geometric Lévy Processes

From MaRDI portal
Publication:5246174

DOI10.1239/aap/1427814584zbMath1310.60041OpenAlexW2055892299MaRDI QIDQ5246174

Kamille Sofie Tågholt Gad, Jesper Lund Pedersen

Publication date: 17 April 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1427814584




Related Items (5)



Cites Work


This page was built for publication: Variance Optimal Stopping for Geometric Lévy Processes