On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097)
From MaRDI portal
scientific article; zbMATH DE number 6293579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models |
scientific article; zbMATH DE number 6293579 |
Statements
On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (English)
0 references
9 May 2014
0 references
optimal stopping
0 references
spectrally negative Lévy process
0 references
scale function
0 references
continuous and smooth fit
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
