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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

Optimal stopping, Appell polynomials, and Wiener–Hopf factorization

Pages 611-622 | Received 04 Dec 2009, Accepted 04 Jan 2011, Published online: 10 Mar 2011

References

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  • Surya , B.A. 2007 . An approach for solving perpetual optimal stopping problems driven by Lévy processes . Stochas. Int. J. Prob. Stochas. Process , 79 ( 3–4 ) : 337 – 361 .

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