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Properties of the optimal stopping domain in the Lévy model - MaRDI portal

Properties of the optimal stopping domain in the Lévy model (Q2923390)

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scientific article; zbMATH DE number 6356213
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Properties of the optimal stopping domain in the Lévy model
scientific article; zbMATH DE number 6356213

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    Properties of the optimal stopping domain in the Lévy model (English)
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    15 October 2014
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    optimal stopping domain
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    Lévy financial market model
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    threshold structure
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