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Optimal stopping for a diffusion with jumps
Mordecki, Ernesto - In: Finance and stochastics 3 (1999) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
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Optimal stopping and perpetual options for Lévy processes
Mordecki, Ernesto - In: Finance and stochastics 6 (2002) 4, pp. 473-494
Persistent link: https://www.econbiz.de/10008216165
Cover Image
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto - In: Finance and stochastics 3 (1999) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10008218074