Pages that link to "Item:Q5423745"
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The following pages link to A Change-of-Variable Formula with Local Time on Surfaces (Q5423745):
Displaying 50 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- An occupation time formula for semimartingales in \(\mathbb{R}^N\) (Q404125) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- On dynamical systems perturbed by a null-recurrent motion: the general case (Q2359709) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
- An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
- About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process (Q2790336) (← links)
- On the lookback option with fixed strike (Q2875280) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- The British Lookback Option with Fixed Strike (Q4682481) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Burkholder’s function and a weighted 𝐿² bound for stochastic integrals (Q5119252) (← links)
- Estimates for the diameter of a martingale (Q5265784) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- The dark side of transparency: when hiding in plain sight works (Q6072240) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
- Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes (Q6146676) (← links)
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows (Q6202447) (← links)
