On the continuity of optimal stopping surfaces for jump-diffusions
Abstract
We show that optimal stopping surfaces (t,y) x*(t,y) arising from time-inhomogeneous optimal stopping problems on two-dimensional jump-diffusions (X,Y) are continuous (jointly in time and space) under mild monotonicity and regularity assumptions of local nature.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.