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Optimal stopping and free-boundary problems

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_3 Actions

Optimal stopping: General facts

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_1 Actions

Optimal stopping in mathematical finance

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_7 Actions

Optimal stopping in stochastic analysis

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_5 Actions

Optimal stopping in financial engineering

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_8 Actions

Optimal stopping in mathematical statistics

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_6 Actions

Optimal Stopping and Free-Boundary Problems

BOOK published 2006 in Lectures in Mathematics. ETH Zürich

https://doi.org/10.1007/978-3-7643-7390-0 Actions

Methods of solution

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_4 Actions

Continuity of the optimal stopping boundary for two-dimensional diffusions

JOURNAL ARTICLE published 1 February 2019 in The Annals of Applied Probability

Authors: Goran Peskir

https://doi.org/10.1214/18-aap1426 Actions

Stochastic processes: A brief review

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

https://doi.org/10.1007/978-3-7643-7390-0_2 Actions

Optimal stopping and free boundary problems

JOURNAL ARTICLE published 1 September 1974 in Rocky Mountain Journal of Mathematics

Authors: Pierre van Moerbeke

https://doi.org/10.1216/rmj-1974-4-3-539 Actions

Optimal Stopping and Dynamic Programming

OTHER published 29 September 2014 in Wiley StatsRef: Statistics Reference Online

Authors: Nick H. Bingham | Goran Peskir

https://doi.org/10.1002/9781118445112.stat03678 Actions

Global $C^{1}$ regularity of the value function in optimal stopping problems

JOURNAL ARTICLE published 1 June 2020 in The Annals of Applied Probability

Authors: T. De Angelis | G. Peskir

https://doi.org/10.1214/19-aap1517 Actions

Sequential testing problems for Poisson processes

JOURNAL ARTICLE published 1 May 2000 in The Annals of Statistics

Authors: G. Peskir | A. N. Shiryaev

https://doi.org/10.1214/aos/1015952000 Actions

Optimal Stopping Games and Nash Equilibrium

JOURNAL ARTICLE published 2008 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Goran Peskir | Goran Peskir

https://doi.org/10.4213/tvp2457 Actions

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

https://doi.org/10.1214/ecp.v10-1144 Actions

On optimal stopping and free boundary problems

JOURNAL ARTICLE published April 1973 in Advances in Applied Probability

Authors: Pierre van Moerbeke

https://doi.org/10.1017/s0001867800038921 Actions

Free boundary and optimal stopping problems for American Asian options

JOURNAL ARTICLE published 21 November 2007 in Finance and Stochastics

Authors: Andrea Pascucci

https://doi.org/10.1007/s00780-007-0051-7 Actions

Optimal stopping and free boundary characterizations for some Brownian control problems

JOURNAL ARTICLE published 1 December 2008 in The Annals of Applied Probability

Authors: Amarjit Budhiraja | Kevin Ross

https://doi.org/10.1214/08-aap525 Actions

On optimal stopping and free boundary problems

JOURNAL ARTICLE published April 1973 in Advances in Applied Probability

Authors: Pierre van Moerbeke

https://doi.org/10.2307/1425961 Actions
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