An alternative perspective on the classical solution to an optimal stopping problem with a spectrally negative Levy process

Delaney, Laura and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (Accepted: 2026) An alternative perspective on the classical solution to an optimal stopping problem with a spectrally negative Levy process. European Journal of Operational Research. ISSN: 0377-2217 (In Press)

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Item Type: Article
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This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy.
Dates:
  • Accepted: 27 January 2026
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Date Deposited: 29 Jan 2026 12:00
Last Modified: 29 Jan 2026 12:00
Status: In Press
Refereed: Yes
Open Archives Initiative ID (OAI ID):

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