Pages that link to "Item:Q2581206"
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The following pages link to A useful extension of Itô's formula with applications to optimal stopping (Q2581206):
Displaying 4 items.
- On the robustness of learning in games with stochastically perturbed payoff observations (Q2357809) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)