Pages that link to "Item:Q3108367"
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The following pages link to A harmonic function technique for the optimal stopping of diffusions (Q3108367):
Displaying 26 items.
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← 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)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
- Anscombe’s model for sequential clinical trials revisited (Q4639224) (← 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)
- Optimal Time to Exchange Two Baskets (Q5391079) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
