scientific article; zbMATH DE number 1475710

zbMATH Open0949.60058MaRDI QIDQ4489977FDOQ4489977

Authors: Paavo Salminen 

Publication date: 12 July 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

geometric Brownian motionrepresentation theoryexcessive function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (4)

• Optimal stopping and American options with discrete dividends and exogenous risk
• Discussion on ``An effective method for the explicit solution of sequential problems on the real line by Sören Christensen
• CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
• Bellman's inclusions and excessive measures

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