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 ...

This is a preview. Log in through your library . Abstract A distribution G on (0, ∞) is called matrix-exponential if the density has the form $\boldsymbol{\alpha}\mathbf{\mathit{e}}^{{\bf T}z}$ s ...

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 ...