Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes

By Pavel V. Gapeev. Journal of Applied Probability, 2007

49 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/184d4d3cdad82577491c604be1dbbf69fa05f4b4