Pages that link to "Item:Q4765495"
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The following pages link to A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes (Q4765495):
Displayed 11 items.
- Optimal stopping with private information (Q900599) (← links)
- A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
- Parabolic variational inequalities in one space dimension and smoothness of the free boundary (Q1213075) (← links)
- An optimal stopping problem with linear reward (Q1214213) (← links)
- General free-boundary problems for the heat equation. I (Q1234420) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
- Problemes de temps d’arret optimal et inequations variationnelles paraboliques (Q4109071) (← links)
- Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)