default search action
"Optimal stopping for a diffusion with jumps."
Ernesto Mordecki (1999)
- Ernesto Mordecki:
Optimal stopping for a diffusion with jumps. Finance Stochastics 3(2): 227-236 (1999)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.