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 ...
We introduce templates for exponential-asymptotic expansions that, in contrast to matched asymptotic approaches, enable the simultaneous satisfaction of both boundary values in classes of linear and ...
当前正在显示可能无法访问的结果。
隐藏无法访问的结果