Pages that link to "Item:Q4518329"
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The following pages link to Solving non–linear optimal stopping problems by the method of time–change (Q4518329):
Displaying 6 items.
- A weak-type inequality for the martingale square function (Q464485) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- Optimal Stopping of a Brownian Bridge (Q3621154) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)