Pages that link to "Item:Q3429343"
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The following pages link to Optimal stopping of Hunt and Lévy processes (Q3429343):
Displayed 13 items.
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (Q3108383) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)