Examples of optimal stopping via measure transformation for processes with one-sided jumps (Q3429347): Difference between revisions
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| Property / OpenAlex ID: W2064066843 / rank | |||
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| Property / cites work: Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component / rank | |||
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| Property / cites work: Q4937701 / rank | |||
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| Property / cites work: Explicit Solutions to Some Problems of Optimal Stopping / rank | |||
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| Property / cites work: Optimal Stopping in a Markov Process / rank | |||
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Latest revision as of 16:43, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Examples of optimal stopping via measure transformation for processes with one-sided jumps |
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Examples of optimal stopping via measure transformation for processes with one-sided jumps (English)
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30 March 2007
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