Pages that link to "Item:Q2838155"

The following pages link to Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155):

Displaying 8 items.

• On the optimal stopping of a one-dimensional diffusion (Q388889) (← links)
• Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
• Reward functionals, salvage values, and optimal stopping (Q1397015) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
• Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
• On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
• An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)