Pages that link to "Item:Q1683945"
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The following pages link to Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945):
Displaying 8 items.
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- On the local time process of a skew Brownian motion (Q5227995) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)
