Pages that link to "Item:Q5415097"

The following pages link to On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097):

Displaying 11 items.

• Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
• Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
• Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
• Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
• On the Novikov-Shiryaev optimal stopping problems in continuous time (Q2433645) (← links)
• Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
• The structure of the stopping region in a Lévy model (Q2849252) (← links)
• Properties of the optimal stopping domain in the Lévy model (Q2923390) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• (Q3033065) (← links)