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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 Brownian first-passage time over a one-sided stochastic boundary

JOURNAL ARTICLE published 1997 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Goran Peskir | Goran Peskir | Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp1956 Actions

Stopping Brownian motion without anticipation as close as possible to its ultimate maximum

JOURNAL ARTICLE published 2000 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Svend Erik Graversen | Svend Erik Graversen | Goran Peskir | Goran Peskir | Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp327 Actions

A Note on the Call - Put Parity and a Call - Put Duality

JOURNAL ARTICLE published 2001 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Goran Peskir | Goran Peskir | Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp4037 Actions

Optimal stopping of integral functionals and a “no-loss” free boundary formulation

JOURNAL ARTICLE published 2009 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Денис Витальевич Беломестный | Denis Vital'evich Belomestny | Ludger Ruschendorf | Ludger Ruschendorf | Михаил Александрович Урусов | Mixail Alecsandrovich Urusov

https://doi.org/10.4213/tvp2547 Actions

On a semigroup of optimal stopping times

JOURNAL ARTICLE published 2010 in Teoriya Veroyatnostei i ee Primeneniya

Authors: K Iwata | K Iwata

https://doi.org/10.4213/tvp4252 Actions

Optimal stopping, randomized stopping, and singular control with general information flow

JOURNAL ARTICLE published 2021 in Teoriya Veroyatnostei i ee Primeneniya

Research funded by Norway-Ukrainian Cooperation in Mathematical Education (CPEA-LT-2016/10139) | Research Council of Norway (250768/F20) | Swedish Research Council (2020-04697)

Authors: Nacira Agram | Sven Haadem | Bernt Oksendal | Frank Proske

https://doi.org/10.4213/tvp5514 Actions

Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary

JOURNAL ARTICLE published 2022 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Alexander Klump | Martin Kolb

https://doi.org/10.4213/tvp5438 Actions

Концепция случайности: эволюция понятий

JOURNAL ARTICLE published 2010 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp4274 Actions

Summer School in Stochastic Finance 2010

JOURNAL ARTICLE published 2010 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev | Михаил Александрович Урусов | Mixail Alecsandrovich Urusov

https://doi.org/10.4213/tvp4290 Actions

Международная конференция “Стохастическая теория оптимальной остановки”

JOURNAL ARTICLE published 2010 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev | Владимир Викторович Мазалов | Vladimir Viktorovich Mazalov

https://doi.org/10.4213/tvp4289 Actions

Российско-японский симпозиум “Стохастический анализ сложных статистических моделей”

JOURNAL ARTICLE published 2010 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev | Владимир Васильевич Ульянов | Vladimir Vasilievich Ulyanov

https://doi.org/10.4213/tvp4247 Actions

Approximate optimal stopping of dependent sequences

JOURNAL ARTICLE published 2003 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Robert Kuhne | Robert Kuhne | Ludger Ruschendorf | Ludger Ruschendorf

https://doi.org/10.4213/tvp270 Actions

A note on optimal stopping of regular diffusions under random discounting

JOURNAL ARTICLE published 2000 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Martin Beibel | Martin Beibel | Hans Rudolf Lerche | Hans Rudolf Lerche

https://doi.org/10.4213/tvp497 Actions

Modern problems of financial mathematics

JOURNAL ARTICLE published 2015 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Yurii Mikhailovich Kabanov | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp5027 Actions

Modern problems of financial mathematics

JOURNAL ARTICLE published 2016 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Yurii Mikhailovich Kabanov | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp5040 Actions

Optimal multiple stopping with sum-payoff

JOURNAL ARTICLE published 2012 in Teoriya Veroyatnostei i ee Primeneniya

Authors: A Faller | A Faller | Ludger Ruschendorf | Ludger Ruschendorf

https://doi.org/10.4213/tvp4455 Actions

On an optimal stopping problem of an insider

JOURNAL ARTICLE published 2016 in Teoriya Veroyatnostei i ee Primeneniya

Research funded by National Science Foundation (DMS 0955463)

Authors: Erhan Bayraktar | Zh Zhou

https://doi.org/10.4213/tvp5050 Actions

Kolmogorov's equations for jump Markov processes and their applications to control problems

JOURNAL ARTICLE published 2021 in Teoriya Veroyatnostei i ee Primeneniya

Research funded by Russian Science Foundation (19-11-00290)

Authors: Eugene Aleksandrovich Feinberg | Albert Nikolaevich Shiryaev

https://doi.org/10.4213/tvp5524 Actions

Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems

JOURNAL ARTICLE published 2009 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Seid Bahlali | Seid Bahlali

https://doi.org/10.4213/tvp3537 Actions
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