Pages that link to "Item:Q3429349"
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The following pages link to An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349):
Displaying 17 items.
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Optimal stopping and perpetual options for Lévy processes (Q1424694) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
- Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (Q3108383) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- General optimal stopping with linear cost (Q5085243) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
