Optimal stopping of a killed exponentially growing process
type: Item
instance of: scholarly article
title: Optimal stopping of a killed exponentially growing process
zbMATH Open document ID: 1428.60058
author: F. Armerin
published in: Applied Mathematics and Computation
publication date: 2019-11-27T00:00:00Z
full work available at URL: http://kth.diva-portal.org/smash/resultList.jsf
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7137881
zbMATH Keywords: optimal stopping
zbMATH Keywords: Poisson process
zbMATH Keywords: American option
MaRDI profile type: Publication
OpenAlex ID: W2908260779
cites work: Point processes and queues. Martingale dynamics
cites work: Mathematical methods for financial markets.
cites work: Q3378055
cites work: Q4435813
cites work: Q4791648
DOI: 10.1016/J.AMC.2019.02.006
description: scientific article; zbMATH DE number 7137881