Pages that link to "Item:Q2574594"
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The following pages link to On the optimal stopping problem for one-dimensional diffusions. (Q2574594):
Displayed 30 items.
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Harvesting and recovery decisions under uncertainty (Q608903) (← 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)
- 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)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- A Bayesian-martingale approach to the general disorder problem (Q2372468) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- Optimal dividend policy and growth option (Q2463700) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- Solving Problems of Optimal Stopping with Linear Costs of Observations (Q3155692) (← links)
- Filling the gap between American and Russian options: adjustable regret (Q3429333) (← links)
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)