Optimal stopping with applications: an editorial introduction

By Jacka Saul   Peskir Goran   Salminen Paavo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 4-6, 2011-08 ,pp. : 311-313

Taylor & Francis Ltd

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Special issue on optimal stopping with applications

By Jacka Saul   Kyprianou Andreas   Peskir Goran  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 197-197

Taylor & Francis Ltd

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Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes

By Danelia Akaki   Dochviri Besarion   Shashiashvili* Malkhaz  

Stochastics and Stochastics Reports, Vol. 75, Iss. 6, 2003-12 ,pp. : 407-423

Taylor & Francis Ltd

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The State Reduction and Related Algorithms and Their Applications to the Study of Markov Chains, Graph Theory, and the Optimal Stopping Problem

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Advances in Mathematics, Vol. 145, Iss. 2, 1999-08 ,pp. : 159-188

Academic Press

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Optimal stopping of Hunt and Lévy processes

By Mordecki Ernesto   Salminen Paavo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 233-251

Taylor & Francis Ltd

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