Pages that link to "Item:Q5166322"
From MaRDI portal
The following pages link to Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322):
Displaying 4 items.
- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977) (← links)