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"Optimal Stopping for Lévy Processes with One-Sided Solutions."

Ernesto Mordecki, Yuliya Mishura (2016)

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DOI: 10.1137/15M1032144

access: closed

type: Journal Article

metadata version: 2024-03-22

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Ernesto Mordecki, Yuliya Mishura:
Optimal Stopping for Lévy Processes with One-Sided Solutions. SIAM J. Control. Optim. 54(5): 2553-2567 (2016)

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