Pages that link to "Item:Q4821627"

The following pages link to Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes (Q4821627):

Displaying 12 items.

• Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• Optimal investment with stopping in finite horizon (Q2405721) (← links)
• A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
• Perpetual barrier options in jump-diffusion models (Q3429337) (← links)