Pages that link to "Item:Q2511558"
From MaRDI portal
The following pages link to Monotonicity of the value function for a two-dimensional optimal stopping problem (Q2511558):
Displaying 6 items.
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
