Pages that link to "Item:Q5423759"
From MaRDI portal
The following pages link to The Maximality Principle Revisited: On Certain Optimal Stopping Problems (Q5423759):
Displaying 10 items.
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← 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)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
