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- Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization 2024-02-27 Paper From optimal martingales to randomized dual optimal stopping...10 bytes (20 words) - 02:14, 10 December 2023
- Goran Peskir (section Research outcomes over time)Global \(C^1\) regularity of the value function in optimal stopping problems 2021-03-18 Paper Optimal real-time detection of a drifting Brownian coordinate 2021-03-18...10 bytes (16 words) - 12:38, 9 December 2023
- Albrecht Irle (section Research outcomes over time)finding the optimal threshold in discrete time 2022-07-08 Paper The monotone case approach for the solution of certain multidimensional optimal stopping problems...10 bytes (17 words) - 02:40, 11 December 2023
- Paper Approximative solutions of optimal stopping and selection problems 2017-09-12 Paper Construction and Hedging of Optimal Payoffs in Lévy Models 2017-07-31...10 bytes (17 words) - 23:18, 8 December 2023
- José Luis Menaldi (section Research outcomes over time)de/entity/Q3893790 1980-01-01 Paper On the Optimal Stopping Time Problem for Degenerate Diffusions 1980-01-01 Paper On the Optimal Impulse Control Problem for Degenerate...10 bytes (18 words) - 19:07, 9 December 2023
- Hui Wang (section Research outcomes over time)2005-11-11 Paper On the convergence from discrete to continuous time in an optimal stopping problem. 2005-07-13 Paper Dynamic importance sampling for uniformly...10 bytes (18 words) - 21:33, 8 December 2023
- David G. Hobson (section Research outcomes over time)Paper Constructing time-homogeneous generalized diffusions consistent with optimal stopping values 2012-01-03 Paper Recovering a time-homogeneous stock...10 bytes (18 words) - 20:38, 8 December 2023
- market with defaults 2012-06-22 Paper Optimal multiple stopping time problem 2011-10-12 Paper Optimal double stopping time problem 2010-02-12 Paper INCOMPLETE...10 bytes (18 words) - 22:41, 11 December 2023
- Łukasz Stettner (section Research outcomes over time)Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay 2011-03-21 Paper Growth optimal portfolio...10 bytes (17 words) - 16:00, 9 December 2023
- Paavo H. Salminen (section Research outcomes over time)and Bessel processes 2013-04-05 Paper Optimal stopping of strong Markov processes 2013-03-06 Paper Optimal stopping, Appell polynomials, and Wiener–Hopf...10 bytes (18 words) - 18:50, 9 December 2023
- Khintchine 1998-03-04 Paper On wald-type optimal stopping for Brownian motion 1997-11-10 Paper Optimal Stopping in the L log L -Inequality of Hardy and...10 bytes (18 words) - 05:23, 13 December 2023
- Discounted optimal stopping problems for the maximum process 2001-07-12 Paper Solving non–linear optimal stopping problems by the method of time–change 2001-02-06...10 bytes (18 words) - 13:37, 7 December 2023
- Adam T. Martinsek (section Research outcomes over time)estimation: optimal and asymptotically optimal policies 1986-01-01 Paper Comparison of some sequential procedures with related optimal stopping rules 1985-01-01...10 bytes (18 words) - 20:09, 8 December 2023
- Paper Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted 1994-09-13 Paper General optimal stopping theorems...10 bytes (18 words) - 22:20, 12 December 2023
- Georgy Sofronov (section Research outcomes over time)Paper Optimal exercise strategies for operational risk insurance via multiple stopping times 2017-08-14 Paper A multiple optimal stopping rule for a buying-selling...10 bytes (18 words) - 16:03, 12 December 2023
- KIND OF DYNKIN’S STOPPING GAME 2003-07-13 Paper ON OPTIMAL STOPPING OF A DISCRETE TIME RISK PROCESS 2003-02-24 Paper Optimal stopping of a risk process...10 bytes (18 words) - 15:12, 11 December 2023
- multi-marginal embedding problem: an optimal stopping and time-reversal approach 2019-02-28 Paper Martingale Optimal Transport with Stopping 2018-02-22 Paper Model-Independent...10 bytes (20 words) - 00:59, 11 December 2023
- Mitsushi Tamaki (section Research outcomes over time)giving alternate correspondences between two optimal stopping problems 2016-11-01 Paper Optimal stopping rule for the full-information duration problem...10 bytes (16 words) - 01:07, 12 December 2023
- Moustapha Pemy (section Research outcomes over time)of Publication Type Optimal oil production and taxation under mean reverting jump diffusion models 2021-12-13 Paper Optimal stopping of Markov switching...10 bytes (16 words) - 00:52, 12 December 2023
- Bernt Øksendal (section Research outcomes over time)infinite time horizon 2022-07-08 Paper Mean-field backward stochastic differential equations and applications 2022-04-11 Paper Optimal Stopping, Randomized...10 bytes (18 words) - 14:45, 7 December 2023