Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978)
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scientific article; zbMATH DE number 6078911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping Problem Associated with Jump-diffusion Processes |
scientific article; zbMATH DE number 6078911 |
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Optimal Stopping Problem Associated with Jump-diffusion Processes (English)
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7 September 2012
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optimal stopping
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Lévy process
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viscosity solution
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