Pages that link to "Item:Q2897161"
From MaRDI portal
The following pages link to On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161):
Displaying 7 items.
- Optimal stopping for a diffusion with jumps (Q1297914) (← links)
- Optimal stopping of a killed exponentially growing process (Q2010740) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Pricing Perpetual American Compound Options under a Matrix-Exponential Jump-Diffusion Model (Q4682493) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Free boundary problems and perpetual American strangles (Q5397447) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)