Pages that link to "Item:Q5203892"
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The following pages link to One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892):
Displaying 5 items.
- Logconcave reward functions and optimal stopping rules of threshold form (Q2514313) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)