Optimal stopping with random intervention times

JOURNAL ARTICLE published March 2002 in Advances in Applied Probability

Authors: Paul Dupuis | Hui Wang

Variance Optimal Stopping for Geometric Lévy Processes

JOURNAL ARTICLE published March 2015 in Advances in Applied Probability

Authors: Kamille Sofie Tågholt Gad | Jesper Lund Pedersen

General optimal stopping theorems for semi-Markov processes

JOURNAL ARTICLE published December 1993 in Advances in Applied Probability

Authors: Frans A. Boshuizen | José M. Gouweleeuw

Corrected random walk approximations to free boundary problems in optimal stopping

JOURNAL ARTICLE published September 2007 in Advances in Applied Probability

Authors: Tze Leung Lai | Yi-Ching Yao | Farid Aitsahlia

Optimal stopping problems for Brownian motion

JOURNAL ARTICLE published 1970 in Advances in Applied Probability

Authors: John Bather

Optimal multiple stopping problem under nonlinear expectation

JOURNAL ARTICLE published March 2023 in Advances in Applied Probability

Authors: Hanwu Li

On optimal stopping and free boundary problems

JOURNAL ARTICLE published April 1973 in Advances in Applied Probability

Authors: Pierre van Moerbeke

Optimal Stopping Problems for Asset Management

JOURNAL ARTICLE published September 2012 in Advances in Applied Probability

Authors: Savas Dayanik | Masahiko Egami

Optimal stopping and dynamic allocation

JOURNAL ARTICLE published December 1987 in Advances in Applied Probability

Authors: Fu Chang | Tze Leung Lai

Fluctuating interest rates

JOURNAL ARTICLE published December 1978 in Advances in Applied Probability

Authors: J. H. Pollard

Two-choice optimal stopping

JOURNAL ARTICLE published December 2004 in Advances in Applied Probability

Authors: David Assaf | Larry Goldstein | Ester Samuel-Cahn

On approximative solutions of optimal stopping problems

JOURNAL ARTICLE published December 2011 in Advances in Applied Probability

Authors: Andreas Faller | Ludger Rüschendorf

The equivalent martingale measure conditions in a general model for interest rates

JOURNAL ARTICLE published June 2005 in Advances in Applied Probability

Authors: Kais Hamza | Saul Jacka | Fima Klebaner

Excursions height- and length-related stopping times, and application to finance

JOURNAL ARTICLE published December 2002 in Advances in Applied Probability

Authors: Laurent Gauthier

Urn sampling distributions giving alternate correspondences between two optimal stopping problems

JOURNAL ARTICLE published September 2016 in Advances in Applied Probability

Authors: Mitsushi Tamaki

A stopping problem in Markov additive processes

JOURNAL ARTICLE published April 1973 in Advances in Applied Probability

Authors: E. Arjas | T. P. Speed

Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions

JOURNAL ARTICLE published March 2010 in Advances in Applied Probability

Authors: Kurt Helmes | Richard H. Stockbridge

Optimal stopping rule for the full-information duration problem with random horizon

JOURNAL ARTICLE published March 2016 in Advances in Applied Probability

Authors: Mitsushi Tamaki

Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

JOURNAL ARTICLE published June 2017 in Advances in Applied Probability

Authors: Natalie Attard

Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon

JOURNAL ARTICLE published December 2013 in Advances in Applied Probability

Authors: Mitsushi Tamaki