Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs

Svetlana Boyarchenko, Sergei Levendorskii. Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs. SIAM J. Control and Optimization, 49(5):2062-2082, 2011. [doi]

Authors

Svetlana Boyarchenko

This author has not been identified. Look up 'Svetlana Boyarchenko' in Google

Sergei Levendorskii

This author has not been identified. Look up 'Sergei Levendorskii' in Google