In this paper we give the closed form solution of some optimal stopping problems for processes derived from a diffusion with jumps. Within the possible applications, the results can be interpreted as pricing perpetual American Options under diffusion-jump information.

We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping time for the seller, but not necessarily for the buyer. Moreover, conditions are provided under which the existence of an optimal stopping time for the buyer is guaranteed. The results are illustrated explicitly in two e...

It is shown that, in order that the multiplicativity rule W b aW c b = W c a , which essentially characterises Weyl processes, continue to hold when the sure times a < b < c are replaced by stop times, it is sufficient to use left stopping at the lower limit a and right stopping at the upper limit b in W b a . . Dedicated to Zhiyuan Huang on his 75th birthday. MSC Classification 81S25.

We analyse the interaction between dividend policy and investment decision in a growth opportunity of a liquidity constrained firm. This leads us to study a mixed singular control/optimal stopping problem for a diffusion that we solve quasi-explicitly establishing connections with two auxiliary optimal stopping problems. We characterize situations where it is optimal to postpone dividend distri...

We calculate the stopping power for heavy-ion diclusters moving in a strongly coupled two-dimensional electron gas system by using the local field corrected dielectric function at finite temperature. We obtain a parameterized local field correction factor based on a relation between the thermal compressibility and exchange-correlation energy in two-dimension. The interpolated parameter is deriv...