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On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (2023)

First Author: Cai C

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/21m1448094

Publication URI: http://dx.doi.org/10.1137/21m1448094

Type: Journal Article/Review

Parent Publication: SIAM Journal on Control and Optimization

Issue: 3