Pages that link to "Item:Q2910907"
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The following pages link to Regularity of the optimal stopping problem for jump diffusions (Q2910907):
Displaying 11 items.
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
- Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Regularity of stopping times of diffusion processes in Besov spaces (Q4531904) (← links)
- (Q4730580) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)