Optimal stopping of the maximum process: a converse to the results of Peskir

By Hobson David  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 1-2, 2007-02 ,pp. : 85-102

Taylor & Francis Ltd

Access to resources Recommend Favorite

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

Access to resources Recommend Favorite

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

Access to resources Recommend Favorite

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

Access to resources Recommend Favorite

Game approach to the optimal stopping problem†

By Karatzas Ioannis   Zamfirescu Ingrid-Mona  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 77, Iss. 5, 2005-10 ,pp. : 401-435

Taylor & Francis Ltd

Access to resources Recommend Favorite