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On the optimal stopping problem driven by spectrally negative Lévy processes
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Liu, Jiaqi (Researcher in statistics) (2012) On the optimal stopping problem driven by spectrally negative Lévy processes. PhD thesis, University of Warwick.
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Official URL: http://webcat.warwick.ac.uk/record=b2585296~S1
| Item Type: | Thesis or Dissertation (PhD) |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Library of Congress Subject Headings (LCSH): | Lévy processes, Optimal stopping (Mathematical statistics) |
| Date: | January 2012 |
| Institution: | University of Warwick |
| Theses Department: | Department of Statistics |
| Thesis Type: | PhD |
| Publication Status: | Unpublished |
| Supervisor(s)/Advisor: | Alili, L. ; Assing, Sigurd, 1965- |
| Sponsors: | University of Warwick ; University of Warwick. Department of Statistics |
| Extent: | iv, 145 leaves |
| Language: | eng |
| URI: | http://wrap.warwick.ac.uk/id/eprint/51642 |
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