An optimal stopping problem for spectrally negative Markov additive processes
| Autor: | Çağlar, M., Kyprianou, A., Vardar-Acar, C. |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications August 2022 150:1109-1138 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Çağlar, M., Kyprianou, A., Vardar-Acar, C. |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications August 2022 150:1109-1138 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect