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20122019
most citedMonotonicity of the value function for a two-dimensional optimal stopping problem

13 citations · 14 across the 5 of their papers we have counts for

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math.PR2013

On the regularity of American options with regime-switching uncertainty

S. D. Jacka, A. Ocejo

We study the regularity of the stochastic representation of the solution of a class of initial-boundary value problems related to a regime-switching diffusion. This representation…