Pages that link to "Item:Q2931886"
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The following pages link to The Generalized Shiryaev Problem and Skorokhod Embedding (Q2931886):
Displaying 10 items.
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- Conformal Skorokhod embeddings and related extremal problems (Q782835) (← links)
- The Skorokhod embedding problem and its offspring (Q980734) (← links)
- Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- An approximation for the inverse first passage time problem (Q2996579) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion (Q5231185) (← links)
- Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary (Q5883334) (← links)
- An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion (Q6198977) (← links)
