Search results
From MaRDI portal
- Goran Peskir (section Research outcomes over time)\(C^1\) 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
- method for multiple stopping: convergence and stability 2006-11-02 Paper Iterative construction of the optimal Bermudan stopping time 2006-05-24 Paper Systematic...10 bytes (20 words) - 02:14, 10 December 2023
- Albrecht Irle (section Research outcomes over time)threshold in discrete time 2022-07-08 Paper The monotone case approach for the solution of certain multidimensional optimal stopping problems 2020-04-07...10 bytes (17 words) - 02:40, 11 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
- Łukasz Stettner (section Research outcomes over time)de/entity/Q4581306 2018-08-16 Paper Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems 2017-11-22 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 16:00, 9 December 2023
- Paper Optimal stopping and maximal inequalities for geometric Brownian motion 2000-01-24 Paper On the Russian option: The expected waiting time 1999-01-21...10 bytes (18 words) - 05:23, 13 December 2023
- Adam T. Martinsek (section Research outcomes over time)error rates of two-sided stopping rules 1982-01-01 Paper A Note on the Variance and Higher Central Moments of the Stopping Time of an SPRT 1981-01-01 Paper...10 bytes (18 words) - 20:09, 8 December 2023
- 1997-02-23 Paper A continuous-time job search model: general renewal processes 1995-06-13 Paper A general framework for optimal stopping problems associated with...10 bytes (18 words) - 22:20, 12 December 2023
- Paavo H. Salminen (section Research outcomes over time)Paper Optimal stopping of oscillating Brownian motion 2019-09-19 Paper Impulse control and expected suprema 2019-09-16 Paper On the local time process of...10 bytes (18 words) - 18:50, 9 December 2023
- to ``A unified approach to multiple stopping and duality 2012-11-08 Paper A unified approach to multiple stopping and duality 2012-09-18 Paper Approximation...10 bytes (18 words) - 00:21, 12 December 2023
- defaults 2012-06-22 Paper Optimal multiple stopping time problem 2011-10-12 Paper Optimal double stopping time problem 2010-02-12 Paper INCOMPLETE INFORMATION...10 bytes (18 words) - 22:41, 11 December 2023
- Agnes Coquio (section Research outcomes over time)Date of Publication Type The optional stopping theorem for quantum martingales 2006-09-25 Paper Quantum stopping times and quasi-left continuity 2004-08-04...10 bytes (16 words) - 12:39, 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
- 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
- Yoshio Ohtsubo (section Research outcomes over time)minimizing stopping problems 2003-05-19 Paper https://portal.mardi4nfdi.de/entity/Q2753330 2003-01-30 Paper RISK MINIMIZATION IN OPTIMAL STOPPING PROBLEM...10 bytes (16 words) - 10:57, 12 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
- Pieter C. Allaart (section Research outcomes over time)application of prophet regions to optimal stopping with a random number of observations 2004-10-15 Paper Optimal stopping rules for correlated random walks with...10 bytes (18 words) - 22:31, 10 December 2023
- Toru Asai (section Research outcomes over time)problems for pseudofull information problems 2017-06-20 Paper Time Averaging Algorithms with Stopping Rules for Multi-Agent Consensus with Noisy Measurements...10 bytes (16 words) - 14:05, 7 December 2023
- Snell envelope in optimal stopping under model uncertainty 2017-04-05 Paper Partial hedging of American options in discrete time and complete markets: convex...10 bytes (18 words) - 01:02, 10 December 2023
- structure of discounted optimal stopping problems for one-dimensional diffusions 2012-01-03 Paper On Minimax Duality in Optimal Stopping 2010-10-01 Paper https://portal...10 bytes (18 words) - 09:29, 13 December 2023