Pages that link to "Item:Q1429116"
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The following pages link to On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116):
Displaying 33 items.
- How to escape a declining market: capacity investment or exit? (Q323283) (← links)
- Switching from oil to gas production in a depleting field (Q724165) (← links)
- Some results on optimal stopping under phase-type distributed implementation delay (Q784790) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Properties of game options (Q883071) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
- A model for irreversible investment with construction and revenue uncertainty (Q1657537) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Technology adoption in a declining market (Q2183348) (← links)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Properties of American option prices (Q2485809) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Voltage noise influences action potential duration in cardiac myocytes (Q2643256) (← links)
- Optimal markdown pricing strategy with demand learning (Q2894058) (← links)
- MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE (Q3161744) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
- Real Options Problem with Nonsmooth Obstacle (Q5019591) (← links)
- Game of Variable Contributions to the Common Good Under Uncertainty (Q5095145) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
- Monotonicity of implied volatility for perpetual put options (Q6198979) (← links)
- Two-sided Poisson control of linear diffusions (Q6647791) (← links)
