Pages that link to "Item:Q3402063"
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The following pages link to Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063):
Displaying 8 items.
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
