Optimal Stopping Problem Associated with Jump-diffusion Processes

DOI10.1007/978-3-0348-0097-6_8zbMath1288.60052OpenAlexW190997146MaRDI QIDQ2909978

Yasushi Ishikawa

Publication date: 7 September 2012

Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_8

zbMATH Keywords

viscosity solutionoptimal stoppingLévy process

Mathematics Subject Classification ID

Cites Work

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