Pages that link to "Item:Q930669"
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The following pages link to On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669):
Displaying 15 items.
- The optimal stopping problem revisited (Q2066489) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (Q2810055) (← links)
- (Q3033065) (← links)
- Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients (Q3557953) (← links)
- Discontinuous solutions of deterministic optimal stopping time problems (Q3766387) (← links)
- A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems (Q3780203) (← links)
- Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322) (← links)
- (Q5471264) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- Pathwise stochastic control and a class of stochastic partial differential equations (Q6644266) (← links)