Pages that link to "Item:Q4796608"
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The following pages link to Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes (Q4796608):
Displaying 7 items.
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
- A viscosity solution approach to regularity properties of the optimal value function (Q2235894) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
- (Q5043554) (← links)
