Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...
In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...
Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well as articles that embody original theoretical research, the journal ...
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