Optimal stopping for a diffusion with jumps
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Publication:1297914
DOI10.1007/s007800050060zbMath0926.60034OpenAlexW1999591961MaRDI QIDQ1297914
Publication date: 14 September 1999
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050060
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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