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Optimal stopping for a diffusion with jumps
Home
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Optimal stopping for a diffusion with jumps
Optimal stopping for a diffusion with jumps
Ernesto Mordecki
Ernesto Mordecki
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1 February 1999
journal article
Published by
Springer Science and Business Media LLC
in
Finance and Stochastics
Vol. 3
(2)
,
227-236
https://doi.org/10.1007/s007800050060
Abstract
No abstract available
Keywords
PRICING
OPTIMAL STOPPING
AMERICAN
DIFFUSION WITH JUMPS
GIVE
PERPETUAL
STOPPING PROBLEMS
Cited by 41 articles