Pages that link to "Item:Q596911"
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The following pages link to An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911):
Displaying 4 items.
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions (Q2430312) (← links)
- Time-randomized stopping problems for a family of utility functions (Q2810982) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- Optimal stopping with random intervention times (Q4547102) (← links)