A useful extension of Itô's formula with applications to optimal stopping (Q2581206): Difference between revisions

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-.1007/s10114-004-0524-y
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+Q2774021
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+Maß- und Integrationstheorie.
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+Q4226355
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+The Russian option: Reduced regret
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+A model for stock price fluctuations based on information
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+An explicit solution to an optimal stopping problem with regime switching
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@@ Property / cites work @@
+Some optimal stopping problems with nontrivial boundaries for pricing exotic options
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+.1007/S10114-004-0524-Y
@@ Property / DOI: 10.1007/S10114-004-0524-Y / rank @@
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