Pages that link to "Item:Q1806287"

The following pages link to Optimal stopping in Hilbert spaces and pricing of American options (Q1806287):

Displaying 7 items.

• Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
• Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) (← links)
• Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
• Regularity for obstacle problems in infinite dimensional Hilbert spaces (Q2519771) (← links)
• Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
• On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)