Pages that link to "Item:Q2000159"
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The following pages link to On optimal stopping of multidimensional diffusions (Q2000159):
Displayed 12 items.
- Multidimensional investment problem (Q1702880) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations (Q2246762) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)