Pages that link to "Item:Q2365749"
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The following pages link to Local times, optimal stopping and semimartingales (Q2365749):
Displaying 13 items.
- Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty (Q519744) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- On optional stopping of some exponential martingales for Lévy processes with or without reflection. (Q1879504) (← links)
- A Bayesian-martingale approach to the general disorder problem (Q2372468) (← links)
- Strategic investment with positive externalities (Q2685820) (← links)
- Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279) (← links)
- THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
- An integral equation for American put options on assets with general dividend processes (Q3108380) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
- Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (Q6041058) (← links)
