The following pages link to (Q3378055):
Displaying 50 items.
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- House-selling problem with reward rate criteria and changing costs (Q733951) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Approximating stochastic volatility by recombinant trees (Q744390) (← links)
- Some results on optimal stopping under phase-type distributed implementation delay (Q784790) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Sequential testing of simple hypotheses about compound Poisson processes (Q860706) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Common value experimentation (Q893414) (← links)
- A sharp maximal inequality for one-dimensional Dunkl martingales (Q894583) (← links)
- Optimal stopping with private information (Q900599) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
- \(\pi \) options (Q981010) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- Sharing risk through concession contracts (Q992614) (← links)
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- On optimal stopping and free boundary problems under ambiguity (Q1643751) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- Costly sequential experimentation and project valuation with an application to health technology assessment (Q1655657) (← links)
- Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
- A model for irreversible investment with construction and revenue uncertainty (Q1657537) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Mitigating global warming: a real options approach (Q1699103) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034) (← links)
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- A common value experimentation with multiarmed bandits (Q1720971) (← links)
- Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
- Optimal learning before choice (Q1729685) (← links)
- A verification theorem for optimal stopping problems with expectation constraints (Q1734287) (← links)
- Optimal timing of decisions: a general theory based on continuation values (Q1734573) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- A time optimized scheme for top-\( k\) list maintenance over incomplete data streams (Q1749630) (← links)
