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 (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

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2026 The Author(s)
Dates:
  • Accepted: 27 January 2026
  • Published (online): 5 February 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: 25 Feb 2026 00:22
Published Version: https://doi.org/10.1016/j.ejor.2026.01.047
Status: Published online
Refereed: Yes
Identification Number: 10.1016/j.ejor.2026.01.047
Open Archives Initiative ID (OAI ID):

Download

Published Version

Filename: 2026_Delaney_T_EJOR.pdf

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

Licence: CC-BY 2.5

CLICK TO DOWNLOAD [thumbnail of An alternative perspective on the classical solution to an optimal stopping problem with a spectrally negative Lévy process]

Export

Statistics

View Altmetric information about this item.


CORE (COnnecting REpositories)