The following pages link to (Q4352615):
Displaying 36 items.
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- A note on Ritov's Bayes approach to the minimax property of the cusum procedure (Q1354416) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- A note on sequential detection with exponential penalty for the delay. (Q1848848) (← 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)
- A new weak solution to an optimal stopping problem (Q2026587) (← links)
- The optimal stopping problem revisited (Q2066489) (← links)
- On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- On the approximation of optimal stopping problems with application to financial mathematics (Q2706472) (← links)
- Optimal liquidation of an asset under drift uncertainty (Q2813079) (← links)
- Optimal stopping and early exercise: an eigenfunction expansion approach (Q2846422) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- (Q3649182) (← links)
- Anscombe’s model for sequential clinical trials revisited (Q4639224) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- American Strangle Options (Q5149268) (← links)
- Some extensions of optimal stopping with financial applications (Q5225052) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- PREVENTION OF CATASTROPHIC FAILURES WITH WEAK FOREWARNING SIGNALS (Q5413458) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- A Forward Algorithm for Solving Optimal Stopping Problems (Q5488992) (← links)
- Stochastic mesh method for optimal stopping problems (Q5925150) (← links)
