On singular stochastic control and optimal stopping of spectrally negative jump diffusions

By Alvarez Luis   Rakkolainen Teppo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 81, Iss. 1, 2009-02 ,pp. : 55-78

Taylor & Francis Ltd

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Constructing time-homogeneous generalized diffusions consistent with optimal stopping values

By Hobson David   Klimmek Martin  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 4-6, 2011-08 ,pp. : 477-503

Taylor & Francis Ltd

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On the structure of discounted optimal stopping problems for one-dimensional diffusions

By Gapeev Pavel V.   Lerche Hans Rudolf  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 4-6, 2011-08 ,pp. : 537-554

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Optimal stopping and stochastic control differential games for jump diffusions

By Baghery Fouzia   Haadem Sven   Øksendal Bernt   Turpin Isabelle  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 1, 2013-02 ,pp. : 85-97

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Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions

By Crocce Fabián   Mordecki Ernesto  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 86, Iss. 3, 2014-05 ,pp. : 491-509

Taylor & Francis Ltd

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