Optimal Stopping of Jump Diffusions

2007 ◽  
pp. 27-44
Keyword(s):  
Optimal Stopping ◽  
Jump Diffusions

scholarly journals Optimal stopping and stochastic control differential games for jump diffusions

Stochastics ◽  
2012 ◽  
Vol 85 (1) ◽  
pp. 85-97 ◽  
Author(s):  
Fouzia Baghery ◽  
Sven Haadem ◽  
Bernt Øksendal ◽  
Isabelle Turpin
Keyword(s):  
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Stochastic Control ◽  
Optimal Stopping ◽  
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Ambiguous Jump-Diffusions and Optimal Stopping

2014 ◽  
Author(s):  
Svetlana Boyarchenko ◽  
Sergei Levendorskii
Keyword(s):  
Optimal Stopping ◽  
Jump Diffusions

scholarly journals Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions

2021 ◽  
Vol 11 (02) ◽  
pp. 190-205
Author(s):  
Charles Kusaya ◽  
Memory Mandiudza ◽  
Nicholas Mwareya ◽  
Confess Matete ◽  
Leonard Shambira ◽  
...  
Keyword(s):  
Optimal Stopping ◽  
Singular Control ◽  
Jump Diffusions

scholarly journals A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions

2014 ◽  
Vol 52 (4) ◽  
pp. 2224-2249 ◽  
Author(s):  
Luis H. R. Alvarez ◽  
Pekka Matomäki ◽  
Teppo A. Rakkolainen
Keyword(s):  
Optimal Stopping ◽  
Jump Diffusions ◽  
Optimal Stopping Problems ◽  
Negative Jump
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