Optimal Stopping for Processes with Independent Increments, and Applications
Work
Year: 2009
Type: article
Abstract: In this paper we present an explicit solution to the infinite-horizon optimal stopping problem for processes with stationary independent increments, where reward functions admit a certain representati... more
Source: Journal of Applied Probability
Authors George Deligiannidis, Hai Le, Sergey Utev
Institution University of Nottingham
Cites: 19
Cited by: 27
Related to: 10
FWCI: 2.641
Citation percentile (by year/subfield): 89.33
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: bronze