Pages that link to "Item:Q4614936"
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The following pages link to On Lipschitz Continuous Optimal Stopping Boundaries (Q4614936):
Displaying 8 items.
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
