Pages that link to "Item:Q4018634"
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The following pages link to Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634):
Displaying 10 items.
- Optimal stopping with private information (Q900599) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment (Q2150676) (← links)
- Optimal procurement strategies for contractual assembly systems with fluctuating procurement price (Q2196110) (← links)
- OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
- Optimal Stopping and the American Put (Q4345908) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)