Pages that link to "Item:Q2923438"
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The following pages link to Optimal stopping of the maximum process (Q2923438):
Displaying 13 items.
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Watermark options (Q503393) (← links)
- Maximal wearing-out of a deteriorating system: An optimal stopping approach (Q1328635) (← links)
- Optimal stopping and maximal inequalities for linear diffusions (Q1383185) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- A remark on optimal variance stopping problems (Q2794735) (← links)
- Optimal Multiple Stopping of Linear Diffusions (Q3168975) (← links)
- Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334) (← links)
- (Q3581699) (← links)