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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2010.498915
+Normal rank
@@ Property / OpenAlex ID @@
+W1998976715
@@ Property / OpenAlex ID: W1998976715 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Optimal time to invest when the price processes are geometric Brownian motions
+Normal rank
@@ Property / cites work @@
+Existence and explicit determination of optimal stopping times
+Normal rank
@@ Property / cites work @@
+On optimal timing of investment when cost components are additive and follow geometric diffusions
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of One-Dimensional Diffusions
@@ Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping in a Markov Process
@@ Property / cites work: Optimal Stopping in a Markov Process / rank @@
+Normal rank
@@ Property / cites work @@
+The generalized perpetual American exchange-option problem
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3108367