The optimal stopping problem in Levy model is investigated. For a rich class of models and payoff functions, it is shown that the stopping region is non-empty. In a general case, we establish sufficient conditions on the payoff function that provide non-emptiness of the stopping region. For a zero discounting rate we also give conditions for the stopping region to have a threshold structure.
З 31.12.2014 по 01.03.2015 Наукова бібліотека читачів не обслуговує.
