scientific article; zbMATH DE number 6268879

zbMATH Open1291.60083MaRDI QIDQ5400928

Thomas Seaquist, A. Korzeniowski

Publication date: 12 March 2014

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimal stoppingOrnstein-Uhlenbeck processMarkovian switchingKummer's confluent hypergeometric functions

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

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