A class of solvable optimal stopping problems of spectrally negative jump diffusions

A class of solvable optimal stopping problems of spectrally negative jump diffusions

datePublished

• 2006

identifier

• propertyID: FI-FENNI value: 909174
• propertyID: FI-MELINDA value: 005613671
• propertyID: skl value: f20091383

isPartOf

• Aboa Centre for Economics discussion paper
• Fennica

name

• A class of solvable optimal stopping problems of spectrally negative jump diffusions

numberOfPages

• 41, [4] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Turku organizer: Aboa Centre for Economics

publisher

• Aboa Centre for Economics