搜索结果: 1-1 共查到“数学 CAPs”相关记录1条 . 查询时间(0.051 秒)
Optimal stopping problems for the maximum process with upper and lower caps
Optimal stopping optimal stopping boundary principle of smooth fit principle of continuous fit Levy processes
2011/8/23
Abstract: This paper concerns optimal stopping problems driven by a spectrally negative L\'evy process $X$. More precisely, we are interested in modifications of the Shepp-Shiryaev optimal stopping pr...