Pages that link to "Item:Q2574594"

The following pages link to On the optimal stopping problem for one-dimensional diffusions. (Q2574594):

Displaying 50 items.

• Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Variational inequalities in stock loan models (Q400032) (← links)
• Harmonic functions on Walsh's Brownian motion (Q402410) (← links)
• Optimal stopping problems for some Markov processes (Q433913) (← links)
• On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
• Harvesting and recovery decisions under uncertainty (Q608903) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
• On the value of optimal stopping games (Q862220) (← links)
• The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
• Properties of game options (Q883071) (← links)
• Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
• On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
• On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
• A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
• A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
• Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
• A continuous-time search model with job switch and jumps (Q1040683) (← links)
• Risk-hedging in real estate markets (Q1044236) (← links)
• Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
• Costly sequential experimentation and project valuation with an application to health technology assessment (Q1655657) (← links)
• Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
• Multidimensional investment problem (Q1702880) (← links)
• Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
• Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
• Real option valuation for reserve capacity (Q1752795) (← links)
• An optimal stopping problem with a reward constraint (Q1761452) (← links)
• The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
• An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
• Threshold stopping rules for diffusion processes and Stefan's problem (Q1930852) (← links)
• On solvability of a two-sided singular control problem (Q1935958) (← links)
• Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
• The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
• The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
• Optimal trading with a trailing stop (Q2020306) (← links)
• The optimal stopping problem revisited (Q2066489) (← links)
• On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
• Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
• Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
• A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
• On a strategic model of pollution control (Q2327674) (← links)