Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
From MaRDI portal
Publication:5634671
DOI10.1137/1115039zbMath0227.60030OpenAlexW1988604943MaRDI QIDQ5634671
Publication date: 1971
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1115039
Related Items
Optimal stopping problems with restricted stopping times, The end of the month option and other embedded options in futures contracts, A new approach to the skorohod problem, and its applications, Risk management for crude oil futures: an optimal stopping-timing approach, Optimal switching problems of tandem type, Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients, Asymptotics of impulse control problem with multiplicative reward, Fuzzy stopping problems in continuous-time fuzzy stochastic systems, On the pricing of American options, Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1, A model for decision problems with continuous time parameter, Temps d'arrêt optimal des processus non bornes, Temps d'arrÊt optimal, théorie générale des processus et processus de Markov, Properties of American option prices, Corrected random walk approximations to free boundary problems in optimal stopping, Risk sensitive optimal stopping, Bayesian sequential least-squares estimation for the drift of a Wiener process, On the structure of discounted optimal stopping problems for one-dimensional diffusions, Risk-sensitive optimal stopping with unbounded terminal cost function, Optimal stopping and a martingale approach to the penalty method, On the optimal stopping problem for one-dimensional diffusions., Pricing Israeli options: a pathwise approach