Pages that link to "Item:Q4543513"

The following pages link to Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions (Q4543513):

Displaying 7 items.

• Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
• Optimal stopping with irregular reward functions (Q734634) (← links)
• Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
• Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
• Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
• Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
• Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)