The following pages link to (Q3378055):
Displaying 50 items.
- Optimal mean-variance selling strategies (Q253104) (← links)
- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
- Controller design and value function approximation for nonlinear dynamical systems (Q259396) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Exact inequalities for the maximum of a skew Brownian motion (Q355255) (← links)
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- The Wiener continuous disorder problem (Q378178) (← links)
- Characterization and computation of infinite-horizon specifications over Markov processes (Q386604) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Strong approximations and sequential change-point analysis for diffusion processes (Q419152) (← links)
- Optimal algorithms for online time series search and one-way trading with interrelated prices (Q421255) (← links)
- Optimal detection of a hidden target: the median rule (Q424533) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Optimal, quality-aware scheduling of data consumption in mobile ad hoc networks (Q455991) (← links)
- A quantitative modulus of continuity for the two-phase Stefan problem (Q466791) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- On some functional inequalities for skew Brownian motion (Q492160) (← links)
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games (Q510269) (← links)
- On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
- Incomplete markets, ambiguity, and irreversible investment (Q543804) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Optimal algorithms for the online time series search problem (Q621833) (← links)
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
- Optimal multiple stopping time problem (Q640060) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Irreversible investment and discounting: an arbitrage pricing approach (Q666449) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- Capped stock loans (Q710965) (← links)
