Pages that link to "Item:Q2433645"
From MaRDI portal
The following pages link to On the Novikov-Shiryaev optimal stopping problems in continuous time (Q2433645):
Displaying 14 items.
- Probabilistic approach to Appell polynomials (Q491950) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161) (← links)
- An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Averaging problems of running processes associated with Brownian motion and applications (Q5249994) (← links)
- Free boundary problems and perpetual American strangles (Q5397447) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
