Pages that link to "Item:Q433913"
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The following pages link to Optimal stopping problems for some Markov processes (Q433913):
Displaying 9 items.
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- (Q5011562) (← links)
- General optimal stopping with linear cost (Q5085243) (← links)
- First passage upwards for state-dependent-killed spectrally negative Lévy processes (Q5226252) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Minimal subharmonic functions and related integral representations (Q6186445) (← links)