Pages that link to "Item:Q1950257"
From MaRDI portal
The following pages link to Three-dimensional Brownian motion and the golden ratio rule (Q1950257):
Displaying 16 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Optimal prediction of resistance and support levels (Q4585686) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions (Q5221357) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)