Two-sided optimal stopping for Lévy processes
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Publication:2064841
DOI10.1214/21-ECP376zbMath1485.60046arXiv1912.08171OpenAlexW3159946162MaRDI QIDQ2064841
Ernesto Mordecki, Facundo Oliú Eguren
Publication date: 6 January 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.08171
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites Work
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