On the continuity of optimal stopping surfaces for jump-diffusions (2021)

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/10.48550/arxiv.2109.10810

Publication URI: https://arxiv.org/abs/2109.10810

Type: Other