Pages that link to "Item:Q3108376"
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The following pages link to Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376):
Displaying 4 items.
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Iterative construction of the optimal Bermudan stopping time (Q2488505) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)