Pages that link to "Item:Q888534"

The following pages link to Embedding laws in diffusions by functions of time (Q888534):

Displaying 16 items.

• Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
• A counterexample to the Cantelli conjecture through the Skorokhod embedding problem (Q888527) (← links)
• From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
• Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
• A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
• Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
• Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
• Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
• A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)