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Beating the omega clock: An optimal stopping problem with random time-horizon under spectrally negative Lévy models (2018)

First Author: Rodosthenous N

Attributed to: Optimal timing for financial and economic decisions under adverse and stressful conditions funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/17-aap1322

Publication URI: http://dx.doi.org/10.1214/17-aap1322

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 4

ISSN: 10505164