Browsing Institutt for industriell økonomi og teknologiledelse by Journals "RevStat : Statistical Journal"
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The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process
(Peer reviewed; Journal article, 2022)In this paper we present a solution to a second order differential–difference equation that occurs in different contexts, specially in control engineering and finance. This equation leads to an ordinary differential equation, ...