A harmonic function technique for the optimal stopping of diffusions (Q3108367): Difference between revisions

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+On the optimal stopping problem for one-dimensional diffusions.
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+Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions
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+Optimal time to invest when the price processes are geometric Brownian motions
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+Existence and explicit determination of optimal stopping times
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+On optimal timing of investment when cost components are additive and follow geometric diffusions
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+Optimal Stopping of One-Dimensional Diffusions
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+Optimal Stopping in a Markov Process
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+The generalized perpetual American exchange-option problem
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