The following pages link to (Q3959878):
Displaying 12 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Stopping time convergence for processes associated with Dirichlet forms (Q1719553) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- On randomized stopping times (Q3357998) (← links)
- Weak Limits of Stopped Diffusions (Q3719566) (← links)
- Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977) (← links)
- No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)
- Time-inconsistent mean-field optimal stopping: a limit approach (Q6115683) (← links)
- Energy transition under scenario uncertainty: a mean-field game of stopping with common noise (Q6631632) (← links)
