On the Novikov-Shiryaev optimal stopping problems in continuous time
From MaRDI portal
Publication:2433645
Recommendations
- Optimal stopping for Lévy processes with one-sided solutions
- Optimal stopping, Appell polynomials, and Wiener-Hopf factorization
- On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Lévy models
- On a solution of the optimal stopping problem for processes with independent increments
- Two-sided optimal stopping for Lévy processes
Cited in
(17)- Optimal stopping of oscillating Brownian motion
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models
- Optimal stopping for Lévy processes with one-sided solutions
- On optimal stopping problems for matrix-exponential jump-diffusion processes
- On an optimal stopping problem of an insider
- An effective method for the explicit solution of sequential problems on the real line
- Optimal Stopping for Processes with Independent Increments, and Applications
- Probabilistic approach to Appell polynomials
- On optimal threshold stopping times for Ito diffusions
- A general method for finding the optimal threshold in discrete time
- One-sided solutions for optimal stopping problems with logconcave reward functions
- Impulse control and expected suprema
- Averaging problems of running processes associated with Brownian motion and applications
- Free boundary problems and perpetual American strangles
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes
- On the last zero process with an application in corporate bankruptcy
- On Appell polynomials' linear transformations
This page was built for publication: On the Novikov-Shiryaev optimal stopping problems in continuous time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2433645)
