A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246)
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scientific article; zbMATH DE number 7803686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on one-sided solutions for optimal stopping problems driven by Lévy processes |
scientific article; zbMATH DE number 7803686 |
Statements
A note on one-sided solutions for optimal stopping problems driven by Lévy processes (English)
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13 February 2024
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logconcave reward
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threshold type
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Lévy process
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ladder height process
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Wiener-Hopf factorization
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