This paper is concerned with the formulation and method of solution of the optimal stopping problem, the existence and uniqueness of the optimal topping time are also present
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
method to solve optimal stopping problems for Lévy processes in infinite horizo
Optimal stopping problem with reservation – minimization model – (Tsuyoshi SAITO), Department of Bus...
AbstractWe consider large classes of continuous time optimal stopping problems for which we establis...
We consider large classes of continuous time optimal stopping problems for which we establish the ex...
We consider large classes of continuous time optimal stopping problems for which we establish the ex...
AbstractFor an extremal process (Zt)t the optimal stopping problem for Xt = f(Zt)−g(t) gives the con...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
We consider a novel optimal control problem in which the terminal time is governed by a stopping con...
Some non-linear optimal stopping problems can be solved explicitly by using a common method which is...
We present a brief review of optimal stopping and dynamic programming using minimal technical tools ...
Abstract. Optimal stopping of stochastic processes having both absolutely continuous and singular be...
32 pagesOptimal stoppingThis paper studies an optimal stopping problem for Lévy processes. We give a...
We investigate the optimal stopping problems involving the supremum of a diffusion. The starting poi...
In this project, we present a methodology to transform Optimal Stopping Problems into Free Boundary ...
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
method to solve optimal stopping problems for Lévy processes in infinite horizo
Optimal stopping problem with reservation – minimization model – (Tsuyoshi SAITO), Department of Bus...
AbstractWe consider large classes of continuous time optimal stopping problems for which we establis...
We consider large classes of continuous time optimal stopping problems for which we establish the ex...
We consider large classes of continuous time optimal stopping problems for which we establish the ex...
AbstractFor an extremal process (Zt)t the optimal stopping problem for Xt = f(Zt)−g(t) gives the con...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
We consider a novel optimal control problem in which the terminal time is governed by a stopping con...
Some non-linear optimal stopping problems can be solved explicitly by using a common method which is...
We present a brief review of optimal stopping and dynamic programming using minimal technical tools ...
Abstract. Optimal stopping of stochastic processes having both absolutely continuous and singular be...
32 pagesOptimal stoppingThis paper studies an optimal stopping problem for Lévy processes. We give a...
We investigate the optimal stopping problems involving the supremum of a diffusion. The starting poi...
In this project, we present a methodology to transform Optimal Stopping Problems into Free Boundary ...
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
method to solve optimal stopping problems for Lévy processes in infinite horizo
Optimal stopping problem with reservation – minimization model – (Tsuyoshi SAITO), Department of Bus...
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