scientific article
From MaRDI portal
Publication:3364259
zbMath0829.60055MaRDI QIDQ3364259
Albert N. Shiryaev, Lawrence A. Shepp
Publication date: 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (7)
Optimal inventory control with path-dependent cost criteria ⋮ A general method for finding the optimal threshold in discrete time ⋮ SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems ⋮ Watermark options ⋮ Valuing finite-lived Russian options ⋮ \(\pi \) options
This page was built for publication: