Pages that link to "Item:Q2574594"
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The following pages link to On the optimal stopping problem for one-dimensional diffusions. (Q2574594):
Displayed 50 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Harmonic functions on Walsh's Brownian motion (Q402410) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Harvesting and recovery decisions under uncertainty (Q608903) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Properties of game options (Q883071) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Costly sequential experimentation and project valuation with an application to health technology assessment (Q1655657) (← links)
- Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
- Threshold stopping rules for diffusion processes and Stefan's problem (Q1930852) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- A Bayesian-martingale approach to the general disorder problem (Q2372468) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- Optimal stopping with information constraint (Q2391931) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- Optimal dividend policy and growth option (Q2463700) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)