Pages that link to "Item:Q1387770"
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The following pages link to Optimal time to invest when the price processes are geometric Brownian motions (Q1387770):
Displaying 23 items.
- A note on explicit bounds for a stopped Feynman-Kac functional (Q613194) (← links)
- Bounds for a constrained optimal stopping problem (Q732774) (← links)
- Optimal and strategic timing of mergers and acquisitions motivated by synergies and risk diversification (Q844673) (← links)
- On mean exit time from a curvilinear domain (Q956351) (← links)
- Long-term risk management of nuclear waste: A real options approach (Q1614796) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Threshold stopping rules for diffusion processes and Stefan's problem (Q1930852) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- The effect of depreciation allowances on the timing of investment and government tax revenue (Q2480230) (← links)
- A Mathematical Model of Investment Incentives (Q2838133) (← links)
- Pareto Optimality in a Bicriterion Optimal Stopping Problem (Q2941684) (← links)
- On a decomposition result in a Dynkin stopping game (Q2997964) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Bounds for expected payoff on two stocks (Q5062342) (← links)
- Optimal Time to Exchange Two Baskets (Q5391079) (← links)
