2 results
On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 22 February 2016, pp. 139-167
- Print publication:
- March 2014
-
- Article
-
- You have access
- Export citation
Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 713-731
- Print publication:
- September 2007
-
- Article
-
- You have access
- Export citation