Pages that link to "Item:Q3429345"
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The following pages link to Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345):
Displaying 9 items.
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Are American options European after all? (Q2134285) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- (Q3810730) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)