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- W2024555717 abstract "We discuss a solution of the optimal stopping problem for the case when a reward function is a power function of a process with independent stationary increments (random walks or Levy processes) on an infinite time interval. It is shown that an optimal stopping time is the first crossing time through a level defined as the largest root of the Appell function associated with the maximum of the underlying process." @default.
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- W2024555717 date "2007-06-01" @default.
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- W2024555717 title "On a solution of the optimal stopping problem for processes with independent increments" @default.
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- W2024555717 doi "https://doi.org/10.1080/17442500601090409" @default.
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