Pages that link to "Item:Q3168986"

The following pages link to Optimal Stopping of Linear Diffusions with Random Discounting (Q3168986):

Displaying 16 items.

• On the singular control of exchange rates (Q827148) (← links)
• Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
• Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
• Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
• Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
• The optimal stopping problem revisited (Q2066489) (← links)
• On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
• Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
• On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• Optimal Stopping Problems for Asset Management (Q3167333) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
• OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
• Optimal filter rules for selling stocks in the emerging stock markets (Q6148784) (← links)
• Minimal subharmonic functions and related integral representations (Q6186445) (← links)