Pages that link to "Item:Q2947345"
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The following pages link to AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345):
Displayed 11 items.
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)