On the continuous and smooth fit principle for optimal stopping problem in spectrally negative Levy modeles
On the continuous and smooth fit principle for optimal stopping problem in spectrally negative Levy modeles
复制标题
谱负Levy模型最优停止问题的连续平滑拟合原理
DOI:
10.1239/aap/1396360107
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发表时间:
2014
影响因子:
1.2
通讯作者:
M.Egami and K.Yamazaki
中科院分区:
文献类型:
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作者:
Kumo;K;金子能宏;播磨谷浩三;M.Egami and K.Yamazaki