The following pages link to Optimal stopping made easy (Q878006):
Displaying 5 items.
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
