scientific article; zbMATH DE number 168110
From MaRDI portal
Publication:4035959
Recommendations
Cited in
(18)- Mixed control problem under partial observation
- Statistical inference for a finite optimal stopping problem with unknown transition probabilities
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- Fine properties of the optimal Skorokhod embedding problem
- The critical price for the American put in an exponential Lévy model
- On some results concerning the reduite and balayage
- Optimal Skorokhod embedding under finitely many marginal constraints
- Optimal stopping of stochastic transport minimizing submartingale costs
- scientific article; zbMATH DE number 739164 (Why is no real title available?)
- Existence and uniqueness of viscosity solutions of an integro-differential equation arising in option pricing
- Executive stock option exercise with full and partial information on a drift change point
- On the compensator in the Doob-Meyer decomposition of the Snell envelope
- Optimal stopping, free boundary, and American option in a jump-diffusion model
- Time-inconsistent mean-field optimal stopping: a limit approach
- An analytic formula for the price of an American-style Asian option of floating strike type
- Switching identities by probabilistic means
- Optimal stopping with irregular reward functions
- Sur l'approximation des réduites. (On the approximation of residues)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4035959)