In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...
This Olympiad-style exponential problem looks simple at first — until you try solving it. Test your skills and see if you can crack it before I walk through the clever solution step-by-step. Trump ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback