Pages that link to "Item:Q2875279"

The following pages link to Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279):

Displaying 19 items.

• The existence of superluminal particles is consistent with relativistic dynamics (Q472799) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• Multidimensional investment problem (Q1702880) (← links)
• On optimal stopping of multidimensional diffusions (Q2000159) (← links)
• Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
• Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
• Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
• Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155) (← links)
• A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
• On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901) (← links)
• On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
• On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
• Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
• Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
• Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)
• An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
• Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)