On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models
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Publication:5415097
DOI10.1239/aap/1396360107zbMath1398.60062arXiv1104.4563MaRDI QIDQ5415097
Masahiko Egami, Kazutoshi Yamazaki
Publication date: 9 May 2014
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4563
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