Pages that link to "Item:Q388889"
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The following pages link to On the optimal stopping of a one-dimensional diffusion (Q388889):
Displaying 30 items.
- Optimal stopping with irregular reward functions (Q734634) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- The optimal stopping problem revisited (Q2066489) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- Optimal trend following trading rules (Q2806822) (← links)
- A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (Q2810055) (← links)
- Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- Optimal Stopping of One-Dimensional Diffusions (Q3725290) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
- On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901) (← links)
- On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)
- (Q5471264) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
- The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)