Optimal investment with stopping in finite horizon (Q2405721): Difference between revisions

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+Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
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+Mathematics of financial markets
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+Controlled Markov processes and viscosity solutions
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+On the optimal stopping problem for one-dimensional diffusions.
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+An explicit solution for an optimal stopping/optimal control problem which models an asset sale
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+Thou shalt buy and hold
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+Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
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+On a class of optimal stopping problems for diffusions with discontinuous coefficients
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+Hedging American contingent claims with constrained portfolios
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+Control and stopping of a diffusion process on an interval
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+Utility Maximization with Discretionary Stopping
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+A leavable bounded-velocity stochastic control problem.
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+Valuing the option to invest in an incomplete market
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+Continuous-time stochastic control and optimization with financial applications
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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