Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623): Difference between revisions

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+Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case
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+Q4223075
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+Stochastic Integration with Jumps
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+Irreversible decisions under uncertainty. Optimal stopping made easy
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+On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
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+Financial Modelling with Jump Processes
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+Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
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+Value Functions for Infinite-Period Planning
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+Goal-setting and self-control
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+Time-consistent stopping under decreasing impatience
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+General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
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+First passage times of a jump diffusion process
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+Meromorphic Lévy processes and their fluctuation identities
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Fluctuations of Lévy processes with applications. Introductory lectures
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+Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models
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+Optimal stopping and perpetual options for Lévy processes
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+The Leland-Toft optimal capital structure model under Poisson observations
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+Double continuation regions for American options under Poisson exercise opportunities
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+Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency
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