Pages that link to "Item:Q734634"
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The following pages link to Optimal stopping with irregular reward functions (Q734634):
Displaying 26 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- Parameter-dependent optimal stopping problems for one-dimensional diffusions (Q638359) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Variability is beneficial in marked stopping problems (Q926200) (← links)
- Sharp inequalities for optimal stopping with rewards based on ranks (Q1198584) (← links)
- Solving optimal stopping problems of linear diffusions by applying convolution approximations (Q1396959) (← links)
- Reward functionals, salvage values, and optimal stopping (Q1397015) (← links)
- The high contact principle with reward functions involving initial points (Q1719172) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- The optimal stopping problem revisited (Q2066489) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Are American options European after all? (Q2134285) (← links)
- On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment (Q2150676) (← links)
- Behaviorally consistent optimal stopping rules (Q2277349) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
- Regularity of the optimal stopping problem for jump diffusions (Q2910907) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
