On optimal stopping of multidimensional diffusions (Q2000159): Difference between revisions

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-Paavo H. Salminen
@@ Property / author: Paavo H. Salminen / rank @@
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+Paavo H. Salminen
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+Support theorems for unbounded convex sets
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+A harmonic function technique for the optimal stopping of diffusions
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+Multidimensional investment problem
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+Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
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+Q4274905
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+Selling a stock at the ultimate maximum
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+PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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+The Radon transform
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+Optimal time to invest when the price processes are geometric Brownian motions
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+A Forward Algorithm for Solving Optimal Stopping Problems
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+Quickest detection problems for Bessel processes
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+Sequential testing problems for Bessel processes
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+Optimal stopping of Hunt and Lévy processes
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+Optimal Time to Exchange Two Baskets
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+ON THE AMERICAN OPTION PROBLEM
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+Optimal Stopping of One-Dimensional Diffusions
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+The Russian option: Reduced regret
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+Optimal Stopping Rules
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+Exercise regions of American options on several assets
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+Publication:2000159