Pages that link to "Item:Q2810055"
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The following pages link to A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions (Q2810055):
Displaying 14 items.
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
