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Function / Μ operator / Meijer G-function / Mathematics / Mathematical analysis / Operator theory


Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki
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Document Date: 2011-11-01 04:59:30

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File Size: 317,19 KB

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Insurance Osaka University / /

Holiday

Assumption / /

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finance / mathematical finance / analytical solution / /

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Science / Sports / Culture / Technology / /

Organization

Japan Society for the Promotion of Science / Ministry of Education / Osaka University / Kazutoshi Yamazaki Center for the Study of Finance / /

Person

Masahiko Egami / KAZUTOSHI YAMAZAKI / /

Position

candidate for the optimal stopping time / classical Black-Scholes model in mathematical finance / /

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