Pages that link to "Item:Q3725290"
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The following pages link to Optimal Stopping of One-Dimensional Diffusions (Q3725290):
Displaying 50 items.
- On the optimal stopping of a one-dimensional diffusion (Q388889) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- A note on a nonlinear functional equation and its application (Q542884) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Parameter-dependent optimal stopping problems for one-dimensional diffusions (Q638359) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- The controller-and-stopper game for a linear diffusion. (Q1872219) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- Optimal stopping with information constraint (Q2391931) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- On Inversions and Doob h-Transforms of Linear Diffusions (Q2798577) (← links)
- A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (Q2810055) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155) (← links)
- Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279) (← links)
- On a decomposition result in a Dynkin stopping game (Q2997964) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
- Solution of Optimal Stopping Problem Based on a Modification of Payoff Function (Q4561948) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
