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Optimal stopping
Deep Optimal Stopping
Optimal Stopping Time and Its Applications to Economic Models
The Duration of Optimal Stopping Problems
Optimal Stopping Problems: Autonomous Trading Over an Infinite Time Horizon
Optimal Stopping Problems
Time Pressure and Regret in Sequential Search
Time Costs and Search Behavior
J. Appl. Prob. 38(3) 647-658 Pricing Exotic Options
New Developments of the Odds Theorem
Pricing the American Option Using Itô's Formula and Optimal Stopping
Optimal Stopping Under Drift Uncertainty
Risk Averse Stochastic Programming: Time Consistency and Optimal Stopping
Optimal Stopping of a Random Sequence with Unknown Distribution∗
Module 2: the (Un)Reliability of Clinical and Actuarial Predictions of (Dangerous) Behavior
OPTIMAL LIQUIDATION of a CALL SPREAD 1. Introduction in Recent
OPTIMAL STOPPING PROBLEMS for SOME MARKOV PROCESSES 3 Change Diffusion
Optimal Stopping and Utility in a Simple Model of Unemployment Insurance
The Economics of Optimal Stopping
Top View
OPTIMAL STOPPING UNDER PROBABILITY DISTORTION 3 Ding
The CRR Market Model
An Explicit Solution for an Optimal Stopping/Optimal Control
A Unified View of Optimal Stopping
Optimal Stopping and Applications
Solving High-Dimensional Optimal Stopping Problems Using Deep Learning
No. 13/24 an Easy-To-Use Toolkit for Solving Optimal Stopping Problems
Lawsuit Abandonment Options in Possibly Frivolous Litigation Games
Diffusion Transformations, Black-Scholes Equation and Optimal Stopping
Optimal Multiple Stopping Time Problem
On the Significance of Information
<I>Certiorari</I>
Optimal Stopping and Perpetual Options for Lévy Processes
Recombining Tree Approximations for Optimal Stopping for Diffusions
Optimization and Control
Optimal Stopping and the American Put Under Incomplete Information
Recombining Tree Approximations for Optimal Stopping for Di↵Usions Monash CQFIS Working Paper 2017 – 3
Arxiv:1703.08413V4
Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing
Optimal Stopping in Mathematical Statistics with Applications to Finance
Chapter 3. Optimal Stopping of Markov Chains 1 Finite-Horizon
The Monotone Case Approach for the Solution of Certain Multidimensional Optimal Stopping Problems Arxiv:1705.01763V2 [Math.PR]
Optimal Stopping with Discrete Costly Observations
American Options
Optimal Stopping of Active Portfolio Management*
Optimal Stopping of Seasonal Observations and Calculation of Related Fundamental Matrices
Time Consistency and Optimal Stopping
OPTIMAL MULTIPLE STOPPING: THEORY and APPLICATIONS By
“On a Monotone Dynamic Approach to Optimal Stopping Problems for Continuous‐Time Markov Chains”
Decision Making When Things Are Only a Matter of Time
Bayesian Optimization Meets Bayesian Optimal Stopping
Optimal Timing Decisions in Financial Markets
Establishing a Sustainable Nanogovernance in Argentina Nanotechnology with and for Society 2015
Stochastic Control and Finance
On Some Optimal Stopping Problems with Constraint J
Optimal Stopping of a Random Sequence with Unknown Distribution∗
Optimal Stopping with Private Information
Discrete and Continuous Time Approximations of the Optimal Exercise Boundary of American Options∗
BINOMIAL APPROXIMATION in FINANCIAL MODELS: COMPUTATIONAL SIMPLICITY and CONVERGENCE by Anlong Li
Optimal Stopping of Markov Processes: Hilbert Space Theory, Approximation Algorithms, and an Application to Pricing High-Dimensional Financial Derivatives
Beating the Curse of Dimensionality in Options Pricing and Optimal Stopping
An Experimental Investigation of the Secretary Problem
Optimal Stopping with Private Information Jobmarket Paper