On the continuity of optimal stopping surfaces for jump-diffusions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cai, Cheng, De Angelis, Tiziano, Palczewski, Jan
Format:	Preprint
Published:	2021
Subjects:	Probability Optimization and Control 60G40, 35R35, 60J60, 60J76
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2109.10810