\({\log _a}a = 1\) (since \({a^1} = a\)) so \({\log _7}7 = 1\) \({\log _a}1 = 0\) (since \({a^0} = 1\)) so \({\log _{20}}1 = 0\) \({\log _a}p + {\log _a}q = {\log _a ...
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 ...
The purpose of the paper is to derive sequential estimation procedures for multidimensional processes with independent increments. In analogy to the case of one-dimensional processes the exponential ...
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