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 ...

We introduce templates for exponential-asymptotic expansions that, in contrast to matched asymptotic approaches, enable the simultaneous satisfaction of both boundary values in classes of linear and ...

Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...