Pages that link to "Item:Q2461942"
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The following pages link to Discounted optimal stopping for maxima in diffusion models with finite horizon (Q2461942):
Displaying 16 items.
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← 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)
- Discounted optimal stopping problems for the maximum process (Q2725294) (← links)
- Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Q2774442) (← links)
- On the lookback option with fixed strike (Q2875280) (← links)
- Optimal stopping of the maximum process (Q2923438) (← links)
- Optimal Stopping of Linear Diffusions with Random Discounting (Q3168986) (← links)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
- Optimality of myopic stopping times for geometric discounting (Q3790396) (← links)
- The British Lookback Option with Fixed Strike (Q4682481) (← 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)