Pages that link to "Item:Q2875272"
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The following pages link to Optimal stopping of Markov switching Lévy processes (Q2875272):
Displaying 14 items.
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Optimal stopping and perpetual options for Lévy processes (Q1424694) (← links)
- Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
- Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- An explicit solution to an optimal stopping problem with regime switching (Q2748440) (← links)
- Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
- Properties of the optimal stopping domain in the Lévy model (Q2923390) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
