Pages that link to "Item:Q3367751"

The following pages link to Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751):

Displaying 9 items.

• The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
• A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
• Constrained optimal stopping, liquidity and effort (Q2145802) (← links)
• On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
• Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
• Optimal stopping with information constraint (Q2391931) (← links)
• A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
• Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
• Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)