A1 Refereed original research article in a scientific journal

A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions

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: 52

Issue: 4

First page : 2224

Last page: 2249

Number of pages: 26

ISSN: 0363-0129

eISSN: 1095-7138

DOI: https://doi.org/10.1137/13090941X