Pages that link to "Item:Q2574594"
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The following pages link to On the optimal stopping problem for one-dimensional diffusions. (Q2574594):
Displayed 50 items.
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- Solving Problems of Optimal Stopping with Linear Costs of Observations (Q3155692) (← links)
- Optimal Stopping Problems for Asset Management (Q3167333) (← links)
- Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
- Filling the gap between American and Russian options: adjustable regret (Q3429333) (← links)
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- Real option valuation of a decremental regulation service provided by electricity storage (Q4561723) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- Solution of Optimal Stopping Problem Based on a Modification of Payoff Function (Q4561948) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)
- On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
- Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
- Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT (Q5411394) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- GAME CALL OPTIONS REVISITED (Q5411399) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)
- Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems (Q5859524) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Cautious stochastic choice, optimal stopping and deliberate randomization (Q6107383) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
- Optimal filter rules for selling stocks in the emerging stock markets (Q6148784) (← links)