Pages that link to "Item:Q5443709"

The following pages link to On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709):

Displaying 27 items.

• Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
• Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
• Optimal stopping with private information (Q900599) (← links)
• On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• An optimal stopping problem with a reward constraint (Q1761452) (← links)
• The optimal stopping problem revisited (Q2066489) (← links)
• On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment (Q2150676) (← links)
• Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
• Optimal exit strategies for investment projects (Q2512665) (← links)
• Properties of the optimal stopping domain in the Lévy model (Q2923390) (← links)
• REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
• On the perpetual American put options for level dependent volatility models with jumps (Q3169212) (← links)
• Optimal strategies in a risky debt context (Q3396068) (← links)
• On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901) (← links)
• Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189) (← links)
• On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
• Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
• On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
• AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
• Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)
• Optimal Closing of a Momentum Trade (Q5299563) (← links)
• RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT (Q5411394) (← links)
• GAME CALL OPTIONS REVISITED (Q5411399) (← links)
• Mathematical intuition, deep learning, and Robbins' problem (Q6554586) (← links)