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On the continuity of optimal stopping surfaces for jump-diffusions

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Cai, Cheng, De Angelis, Tiziano, Palczewski, Jan
Natura:	Preprint
Pubblicazione:	2021
Soggetti:	Probability Optimization and Control 60G40, 35R35, 60J60, 60J76
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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