Pages that link to "Item:Q1307457"
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The following pages link to Optimal stopping of the maximum process: The maximality principle (Q1307457):
Displaying 50 items.
- Optimal stopping for absolute maximum of homogeneous diffusion (Q255762) (← links)
- On maximal inequalities via comparison principle (Q264332) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- Watermark options (Q503393) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- \(\pi \) options (Q981010) (← links)
- Maximal wearing-out of a deteriorating system: An optimal stopping approach (Q1328635) (← links)
- Optimal stopping and maximal inequalities for linear diffusions (Q1383185) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Weak-type estimates for martingale maximal functions (Q2090747) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Stability analysis of semilinear stochastic differential equations (Q2244564) (← links)
- Bottleneck options (Q2255011) (← links)
- Sharp maximal \(L^{p}\)-estimates for martingales (Q2340888) (← links)
- Sharp weighted weak-norm estimates for maximal functions (Q2406810) (← links)
- One-sided maximal inequalities for a stock process (Q2408789) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Discounted optimal stopping problems for the maximum process (Q2725294) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- On the lookback option with fixed strike (Q2875280) (← links)
- Optimal stopping of the maximum process (Q2923438) (← links)
- On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion (Q2925753) (← links)
- Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
- Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334) (← links)
- (Q3698114) (← links)
- Global Stability of Feedback Systems with Multiplicative Noise on the Nonnegative Orthant (Q4568063) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- Estimates for the diameter of a martingale (Q5265784) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- On the exact constants in one-sided maximal inequalities for Bessel processes (Q5883820) (← links)
