Optimal stopping of Markov switching Lévy processes (Q2875272)
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scientific article; zbMATH DE number 6330204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of Markov switching Lévy processes |
scientific article; zbMATH DE number 6330204 |
Statements
Optimal stopping of Markov switching Lévy processes (English)
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14 August 2014
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optimal stopping
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Lévy process
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regime switching
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Markov chain
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Hamilton-Jacobi-Bellman variational inequalities
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viscosity solutions
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