Multidimensional investment problem (Q1702880): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11579-017-0195-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2742332334
@@ Property / OpenAlex ID: W2742332334 / rank @@
+Normal rank
@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of Regular Diffusions under Random Discounting
+Normal rank
@@ Property / cites work @@
+Q5556844
@@ Property / cites work: Q5556844 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3654591
@@ Property / cites work: Q3654591 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal decision under ambiguity for diffusion processes
+Normal rank
@@ Property / cites work @@
+On optimal stopping of multidimensional diffusions
+Normal rank
@@ Property / cites work @@
+A note on pasting conditions for the American perpetual optimal stopping problem
+Normal rank
@@ Property / cites work @@
+A harmonic function technique for the optimal stopping of diffusions
+Normal rank
@@ Property / cites work @@
+Optimal stopping of Hunt and Lévy processes
@@ Property / cites work: Optimal stopping of Hunt and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping of strong Markov processes
@@ Property / cites work: Optimal stopping of strong Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Processes, Brownian Motion, and Time Symmetry
+Normal rank
@@ Property / cites work @@
+Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping Games for Markov Processes
@@ Property / cites work: Optimal Stopping Games for Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5827353
@@ Property / cites work: Q5827353 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov processes and Martin boundaries. I
@@ Property / cites work: Markov processes and Martin boundaries. I / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal time to invest when the price processes are geometric Brownian motions
+Normal rank
@@ Property / cites work @@
+Quickest detection problems for Bessel processes
@@ Property / cites work: Quickest detection problems for Bessel processes / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential testing problems for Bessel processes
@@ Property / cites work: Sequential testing problems for Bessel processes / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Time to Exchange Two Baskets
@@ Property / cites work: Optimal Time to Exchange Two Baskets / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal timing of investment when cost components are additive and follow geometric diffusions
+Normal rank
@@ Property / cites work @@
+Bounds for the American perpetual put on a stock index
+Normal rank
@@ Property / cites work @@
+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping Games and Nash Equilibrium
@@ Property / cites work: Optimal Stopping Games and Nash Equilibrium / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+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 Rules
@@ Property / cites work: Optimal Stopping Rules / rank @@
+Normal rank