On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time

JOURNAL ARTICLE published 1 January 2005 in Electronic Communications in Probability

Authors: Andreas Kyprianou | Budhi Surya

Logconcave reward functions and optimal stopping rules of threshold form

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Probability

Authors: Shoou-Ren Hsiau | Yi-Shen Lin | Yi-Ching Yao

Convergence of values in optimal stopping and convergence of optimal stopping times

JOURNAL ARTICLE published 1 January 2007 in Electronic Journal of Probability

Authors: François Coquet | Sandrine Toldo

Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Budhi Arta Surya

Optimal Stopping Under Ambiguity

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Frank Riedel

Time-Consistent Optimal Stopping

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Lones Smith

A New Method for Sensitivity Analysis of Optimal Stopping Problem Using Deep Learning

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Nader Karimi | Erfan Salavati | Hirbod Assa | Hojatollah Adibi

Interpretable Optimal Stopping

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Dragos Ciocan | Velibor Misic

Optimal Stopping with General Risk Preferences

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jetlir Duraj

Optimal Tax-Transfer Rules Under Equilibrium and New Labour Demand Scenarios

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ugo Colombino | Nizamul Islam

Specifying and Estimating New Keynesian Models with Instrument Rules and Optimal Monetary Policies

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Richard Dennis

Optimal Stopping with Private Information

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Thomas Kruse | Philipp Strack

Martingale Optimal Transport with Stopping

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Erhan Bayraktar | Yavor Stoev

Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Probability

Authors: Tiziano De Angelis

Using Imputation Techniques to Evaluate Stopping Rules in Adaptive Survey Designs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Thais Paiva | Jerome Reiter

Ambiguous Jump-Diffusions and Optimal Stopping

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Svetlana Boyarchenko | Sergei Levendorskii

Optimal Stopping with Adapted Neural Networks

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Georgi Dimitroff | Radoslav Hristov

On Zero-Sum Optimal Stopping Games

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Erhan Bayraktar | Zhou Zhou

Randomized Policy Optimization for Optimal Stopping

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Xinyi Guan | Velibor Misic

Optimal Preventive Law Enforcement and Stopping Standards

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Murat C. Mungan