Pages that link to "Item:Q5566906"
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The following pages link to Explicit Solutions to Some Problems of Optimal Stopping (Q5566906):
Displayed 19 items.
- Existence and explicit determination of optimal stopping times (Q755258) (← links)
- A note on randomized Shepp's urn scheme (Q1024498) (← links)
- Uniform integrability of continuous exponential martingales (Q1054366) (← links)
- An optimal stopping problem with finite horizon for sums of i.i.d. random variables (Q1098165) (← links)
- Optimally stopping the sample mean of a Wiener process with an unknown drift (Q1122217) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- An optimal stopping problem with linear reward (Q1214213) (← links)
- Stochastic differential equations for compounded risk reserves (Q1263913) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- Easily determining which urns are 'favorable' (Q1819512) (← links)
- On a simple optimal stopping problem (Q1846307) (← links)
- Duration problem on trajectories (Q3429341) (← links)
- Examples of optimal stopping via measure transformation for processes with one-sided jumps (Q3429347) (← links)
- Optimal Stopping of a Brownian Bridge (Q3621154) (← links)
- Solving non–linear optimal stopping problems by the method of time–change (Q4518329) (← links)
- On-line VWAP Trading Strategies (Q4931850) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
- Regarding stopping rules for Brownian motion and random walks (Q5578139) (← links)