Beating the Omega Clock: An Optimal Stopping Problem with Random Time-horizon under Spectrally Negative L\'evy Models
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- Mingsi Long & Hongzhong Zhang, 2017. "On the optimality of threshold type strategies in single and recursive optimal stopping under L\'evy models," Papers 1707.07797, arXiv.org, revised Aug 2018.
- Hongzhong Zhang, 2018. "Stochastic Drawdowns," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10078, August.
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