Examples of optimal stopping via measure transformation for processes with one-sided jumps

By Baurdoux E. J.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 303-307

Taylor & Francis Ltd

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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

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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

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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

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Linear programming approach to the optimal stopping of singular stochastic processes

By Helmes K.   Stockbridge R. H.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 309-335

Taylor & Francis Ltd

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