Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
We present an explicit solution to the formulated in [17] optimal stopping problem for a geometric compound Poisson … Zieschang.
We present an explicit solution to the formulated in [17] optimal stop-
ping problem for a geometric compound Poisson … distribution of jump sizes
of the compound Poisson process J.
Acknowledgments. The author began to work on optimal stopping …