Pages that link to "Item:Q5694410"
From MaRDI portal
The following pages link to OPTIMAL STOPPING WITH DELAYED INFORMATION (Q5694410):
Displaying 17 items.
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Optimal stochastic impulse control with delayed reaction (Q1021256) (← links)
- Costly sequential experimentation and project valuation with an application to health technology assessment (Q1655657) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- Credit risk and asymmetric information: a simplified approach (Q1994373) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- Irreversible investment with random delay and partial prepayment (Q2083995) (← links)
- The impact of operational delay on irreversible investment under Knightian uncertainty (Q2158373) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- Flexibility premium of emissions permits (Q2246672) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey (Q2905360) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
- Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (Q5034422) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
