Pages that link to "Item:Q5700638"
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The following pages link to On an Effective Solution of the Optimal Stopping Problem for Random Walks (Q5700638):
Displaying 15 items.
- Probabilistic approach to Appell polynomials (Q491950) (← links)
- Optimal stopping time for geometric random walks with power payoff function (Q828094) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- Optimal stopping time problem for random walks with polynomial reward functions (Q2922896) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892438) (← links)
