Pages that link to "Item:Q2274112"

The following pages link to Optimal stopping of oscillating Brownian motion (Q2274112):

Displaying 7 items.

• On occupation times of one-dimensional diffusions (Q2031021) (← links)
• Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
• Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
• A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
• First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
• An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
• Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)