✦ LIBER ✦

Optimal Stopping and Maximal Inequalities for Linear Diffusions

✍ Scribed by S. E. Graversen; G. Peškir

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Stopping of One-Dimensional Diff

✍ P. Salminen 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 742 KB

Solving optimal stopping problems of lin

✍ Luis H. R. Alvarez 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 109 KB

Pricing American options for jump diffus

✍ Erhan Bayraktar; Hao Xing 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 362 KB

Optimal stopping and stochastic control

✍ Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt; Turpin, Isabelle 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 156 KB

Regularity of the Optimal Stopping Probl

✍ Bayraktar, Erhan; Xing, Hao 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 302 KB

On the optimal stopping problem for one-

✍ Savas Dayanik; Ioannis Karatzas 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 774 KB