Pages that link to "Item:Q3429334"
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The following pages link to Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334):
Displaying 9 items.
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Watermark options (Q503393) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- \(\pi \) options (Q981010) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
