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

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-Fa-huai Yi
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+Fa-huai Yi
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+MaRDI publication profile
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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
@@ Property / cites work: Mathematics of financial markets / rank @@
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+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
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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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+Continuous-time mean-variance efficiency: the 80\% rule
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+Thou shalt buy and hold
@@ Property / cites work: Thou shalt buy and hold / rank @@
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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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+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
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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
@@ Property / cites work: Utility Maximization with Discretionary Stopping / rank @@
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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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@@ Property / cites work @@
+Q3678248
@@ Property / cites work: Q3678248 / rank @@
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+Publication:2405721