The following pages link to (Q4218394):
Displaying 8 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Optimal investment and abandonment decisions for projects with construction uncertainty (Q2076946) (← links)
- Optimal insurance in a continuous-time model (Q2507608) (← links)
- (Q3710444) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
