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

: Luis Alvarez Esteban, Pekka Matomäki, Teppo Rakkolainen

Publisher: Society for Industrial and Applied Mathematics

: 2014

: SIAM Journal on Control and Optimization

: 52

: 4

: 2224

: 2249

: 26

: 0363-0129

: 1095-7138

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