Pages that link to "Item:Q2383143"
From MaRDI portal
The following pages link to Irreversible decisions under uncertainty. Optimal stopping made easy (Q2383143):
Displaying 23 items.
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (Q1994577) (← links)
- The likelihood of mixed hitting times (Q2043238) (← links)
- Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
- Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation (Q2116939) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Preemption games under Lévy uncertainty (Q2345229) (← links)
- Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)
- Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (Q2680397) (← links)
- An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
- Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
- PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
- Optimal stopping of Markov chains and three abstract optimization problems (Q3108369) (← links)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS (Q3400131) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
