Optimal stopping of Hunt and Lvy processes

Stochastics

Volumn 79, Issue 3-4, 2007, Pages 233-251

  Mordecki, Ernesto ^a   Salminen, Paavo ^b  

^a UNIVERSIDAD DE LA REPÚBLICA   (Uruguay)

^b ÅBO AKADEMI UNIVERSITY   (Finland)

Author keywords

Diffusions with jumps; Green kernel; Hunt processes; L vy rocesses; Markov processes; Optimal stopping problem

Indexed keywords

EID: 34248188703     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442500601100232     Document Type: Conference Paper

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