Pages that link to "Item:Q4684901"
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The following pages link to On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901):
Displaying 8 items.
- Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping (Q4018260) (← links)
- On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)