The following pages link to On randomized stopping (Q1002557):
Displaying 8 items.
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Pricing American options by exercise rate optimization (Q4957236) (← links)
- Low-Dimensional Approximations of High-Dimensional Asset Price Models (Q4990516) (← links)
- Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (Q5034422) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
