Pages that link to "Item:Q2000159"

The following pages link to On optimal stopping of multidimensional diffusions (Q2000159):

Displaying 12 items.

• Multidimensional investment problem (Q1702880) (← links)
• The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations (Q2246762) (← links)
• Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
• A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
• On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
• An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
• Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)