𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal stopping and perpetual options for Lévy processes

✍ Scribed by Ernesto Mordecki

Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
174 KB
Volume
6
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stopped two-dimensional perturbed random
Stopped two-dimensional perturbed random walks and Lévy processes
✍ Allan Gut 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 411 KB

Limit theorems for stopped two-dimensional random walks are generalized to perturbed random walks and perturbed Lrvy processes. We conclude with an application to repeated significance tests in two-parameter exponential families and an example. @ 1997 Elsevier Science B.V.