Optimal stopping of a killed exponentially growing process-Reference-Cited by-同舟云学术

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Optimal stopping of a killed exponentially growing process

Published:2019-07 Issue: Volume:353 Page:208-214
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Armerin F.^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference7 articles.

1. Point Process and Queues: Martingale Dynamics;Brémaud,1981

2. Investment Under Uncertainty;Dixit,1994

3. Mathematical Methods for Financial Markets;Jeanblanc,2009

4. Optimal Stopping and Free-boundary Problems;Peskir,2006

5. Stochastic Integration and Differential Equations;Protter,2004

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1. Perpetual cancellable American options with convertible features;Modern Stochastics: Theory and Applications;2023

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