Pages that link to "Item:Q3971876"

The following pages link to A new approach to the skorohod problem, and its applications (Q3971876):

Displaying 28 items.

• Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
• Variational inequalities and the pricing of American options (Q751451) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
• Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
• Reflection between two conjugate diffusions (Q1608754) (← links)
• Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Irreversible investment in oligopoly (Q1761438) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
• G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
• Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• A Class of Solvable Stochastic Investment Problems Involving Singular Controls (Q4311571) (← links)
• THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS¹ (Q4372041) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)