Pages that link to "Item:Q5389107"
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The following pages link to PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107):
Displaying 12 items.
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)
- Optimal harvesting policy of an inland fishery resource under incomplete information (Q6574603) (← links)
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6636789) (← links)
