Pages that link to "Item:Q4547102"
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The following pages link to Optimal stopping with random intervention times (Q4547102):
Displaying 44 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Optimal stopping of a killed exponentially growing process (Q2010740) (← links)
- The effects of asset liquidity on dynamic sell-out and bankruptcy decisions (Q2028789) (← links)
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
- Target-initiated takeover with search frictions (Q2103055) (← links)
- Constrained optimal stopping, liquidity and effort (Q2145802) (← links)
- The implications of tax loss carryforwards on investment policy (Q2155564) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- Optimal stopping with information constraint (Q2391931) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- Closed-form solution to a real option problem with regime switching (Q2661548) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- On some optimal stopping problems with constraint (Q2822797) (← links)
- A European option general first-order error formula (Q2865142) (← links)
- On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
- A Time-dependent Stopping Problem with Application to Live Organ Transplants (Q3683890) (← links)
- OPTIMAL STOPPING FOR THE LAST EXIT TIME (Q4645777) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- Randomised rules for stopping problems (Q5139914) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- On Some Impulse Control Problems with Constraint (Q5370986) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
- Caballero-Engel meet Lasry-Lions: a uniqueness result (Q6631641) (← links)
- Constrained optimal stopping under a regime-switching model (Q6639527) (← links)
- Two-sided Poisson control of linear diffusions (Q6647791) (← links)
- Callable convertible bonds under liquidity constraints and hybrid priorities (Q6667268) (← links)
