Pages that link to "Item:Q1650132"

The following pages link to From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132):

Displaying 10 items.

• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
• The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)