Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike

2006/10/11

16:20-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
石川保志 (愛媛大学)
Optimal stopping problem associated with jump-diffusion processes
[ Abstract ]
We study an optimal stopping problem of some performance function with respect to a jump-diffusion process.