Optimal stopping problems for matrix-exponential jump-diffusion processes
博士 === 國立交通大學 === 應用數學系所 === 100 === In this dissertation, we consider the optimal stopping problems for a general class of reward functions under the matrix-exponential jump-diffusion processes. Given the reward function in this class, following the averaging problem approach(see, for example, Alil...
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| Format: | Others |
| Language: | en_US |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59160692321465414169 |