Pages that link to "Item:Q1180587"
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The following pages link to Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\) (Q1180587):
Displaying 14 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- Watermark options (Q503393) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- \(\pi \) options (Q981010) (← links)
- Doob's inequalities revisited: A maximal \(H^ 1\)-embedding (Q1107901) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- A generalization of the Burkholder–Davis–Gundy inequalities (Q3017920) (← links)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
- ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538) (← links)
