Beating the omega clock: An optimal stopping problem with random time-horizon under spectrally negative Lévy models (2018)
Attributed to:
Optimal timing for financial and economic decisions under adverse and stressful conditions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: https://projecteuclid.org/euclid.aoap/1533780269
Type: Journal Article/Review
Volume: 28
Parent Publication: The Annals of Applied Probability
Issue: 4