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