Refereed journal article or data article (A1)
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions
List of Authors: Luis Alvarez Esteban, Pekka Matomäki, Teppo Rakkolainen
Publisher: Society for Industrial and Applied Mathematics
Publication year: 2014
Journal: SIAM Journal on Control and Optimization
Volume number: 52
Issue number: 4
Start page: 2224
End page: 2249
Number of pages: 26
ISSN: 0363-0129
eISSN: 1095-7138
DOI: http://dx.doi.org/10.1137/13090941X