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):
Displayed 7 items.
- Probabilistic approach to Appell polynomials (Q491950) (← 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)
- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892438) (← links)