Optimal Stopping Problems for Asset Management (Q3167333): Difference between revisions

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+W2065651675
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+Russian and American put options under exponential phase-type Lévy models.
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+Q3150773
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+Perpetual American Options Under Lévy Processes
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+Pricing contingent claims on stocks driven by Lévy processes
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Financial Modelling with Jump Processes
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+Optimal Stopping of Linear Diffusions with Random Discounting
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+On the optimal stopping problem for one-dimensional diffusions.
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+Multisource Bayesian sequential binary hypothesis testing problem
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+Multisource Bayesian sequential change detection
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+Optimal stopping for a diffusion with jumps
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+Optimal stopping and perpetual options for Lévy processes
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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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