Pages that link to "Item:Q1224373"
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The following pages link to Optimal stopping and free boundary problems (Q1224373):
Displaying 13 items.
- The obstacle problem for parabolic non-divergence form operators of Hörmander type (Q413456) (← links)
- Existence and explicit determination of optimal stopping times (Q755258) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- The tree-cutting problem in a stochastic environment: The case of age- dependent growth (Q1119155) (← links)
- Optimal patch use in a stochastic environment (Q1161474) (← links)
- Parabolic variational inequalities in one space dimension and smoothness of the free boundary (Q1213075) (← links)
- An optimal stopping problem with linear reward (Q1214213) (← links)
- A sequential estimation procedure for the parameter of an exponential distribution (Q3479409) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- On optimal stopping with concave costs of observation (Q3761505) (← links)
- Solving non–linear optimal stopping problems by the method of time–change (Q4518329) (← links)
- Various passport options and their valuation (Q4541582) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)