Publisher： Cambridge University Press
E-ISSN： 1475-6064|46|1|139-167
ISSN： 0001-8678
Source： Advances in Applied Probability, Vol.46, Iss.1, 2014-03, pp. : 139-167
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
On the last exit times for spectrally negative Lévy processes
Journal of Applied Probability, Vol. 54, Iss. 2, 2017-06 ,pp. :
Access to resources
Recommend
Variance Optimal Stopping for Geometric Lévy Processes
Advances in Applied Probability, Vol. 47, Iss. 1, 2015-03 ,pp. :
Optimal Stopping Problems for Asset Management
Advances in Applied Probability, Vol. 44, Iss. 3, 2012-09 ,pp. :