A note on one-sided solutions for optimal stopping problems driven by Lévy processes
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Publication:6152246
DOI10.1016/j.spl.2023.109989OpenAlexW4388934676MaRDI QIDQ6152246
Publication date: 13 February 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2023.109989
Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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