A new approach to the solution of optimal stopping problem in a discrete time

By Presman Ernst  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 4-6, 2011-08 ,pp. : 467-475

Taylor & Francis Ltd

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On a solution of the optimal stopping problem for processes with independent increments

By Novikov Alexander   Shiryaev Albert  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 393-406

Taylor & Francis Ltd

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Optimal Stopping Problem with a Vector-Valued Reward Function

By Makasu Cloud  

Numerical Functional Analysis and Optimization, Vol. 35, Iss. 6, 2014-06 ,pp. : 777-781

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Double optimal stopping times and dynamic pricing problem: description of the mathematical model

By Karpowicz Anna  

Mathematical Methods of Operations Research, Vol. 66, Iss. 2, 2007-10 ,pp. : 235-253

Springer Publishing Company

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An approach for solving perpetual optimal stopping problems driven by Lévy processes

By Surya B. A.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 337-361

Taylor & Francis Ltd

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