Pages that link to "Item:Q1769428"
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The following pages link to The right time to sell a stock whose price is driven by Markovian noise (Q1769428):
Displaying 8 items.
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Entrance laws at the origin of self-similar Markov processes in high dimensions (Q5125171) (← links)
