Pages that link to "Item:Q3108367"
From MaRDI portal
The following pages link to A harmonic function technique for the optimal stopping of diffusions (Q3108367):
Displayed 14 items.
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Anscombe’s model for sequential clinical trials revisited (Q4639224) (← links)
- Optimal Time to Exchange Two Baskets (Q5391079) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)