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

Publication URI: https://projecteuclid.org/euclid.aoap/1533780269

Type: Journal Article/Review

Volume: 28

Parent Publication: The Annals of Applied Probability

Issue: 4