Pages that link to "Item:Q2574594"

The following pages link to On the optimal stopping problem for one-dimensional diffusions. (Q2574594):

Displaying 50 items.

• Investment under uncertainty with financial constraints (Q2334115) (← links)
• A Bayesian-martingale approach to the general disorder problem (Q2372468) (← links)
• A class of solvable stopping games (Q2391240) (← links)
• Optimal stopping with information constraint (Q2391931) (← links)
• Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
• Optimal investment with stopping in finite horizon (Q2405721) (← links)
• A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
• A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
• Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
• Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
• Optimal dividend policy and growth option (Q2463700) (← links)
• On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
• Optimal exit strategies for investment projects (Q2512665) (← links)
• On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (Q2810055) (← links)
• Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
• Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
• A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
• On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
• Solving Problems of Optimal Stopping with Linear Costs of Observations (Q3155692) (← links)
• Optimal Stopping Problems for Asset Management (Q3167333) (← links)
• Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
• Filling the gap between American and Russian options: adjustable regret (Q3429333) (← links)
• Principle of smooth fit and diffusions with angles (Q3429346) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
• Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
• Real option valuation of a decremental regulation service provided by electricity storage (Q4561723) (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
• On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
• Solution of Optimal Stopping Problem Based on a Modification of Payoff Function (Q4561948) (← links)
• Optimal Stopping and Reselling of European Options (Q4562221) (← links)
• On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901) (← links)
• A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
• Ergodic control of diffusions with random intervention times (Q4964777) (← links)
• A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
• On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
• On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
• Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
• Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
• On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)