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Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
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2007
Journal Article
Title
Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
Author(s)
Szimayer, A.
Maller, R.
Journal
Stochastic processes and their applications
Open Access
DOI
10.1016/j.spa.2007.01.012
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM