Pages that link to "Item:Q3402063"
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The following pages link to Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063):
Displaying 16 items.
- On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Stochastic processes with proportional increments and the last-arrival problem (Q444355) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- Optimal stopping of a killed exponentially growing process (Q2010740) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- On the optimal stopping values induced by general dependence structures (Q2774444) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
- (Q3816782) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
