✦ LIBER ✦

Optimal stopping with random exercise lag

✍ Scribed by Jukka Lempa

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Game with Optimal Stopping of Random W

✍ Kochetov, V. V. Mazalov E. A. 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 250 KB

Brownian Optimal Stopping and Random Wal

✍ Lamberton 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 350 KB

An optimal control problem with a random

✍ E. K. Boukas; A. Haurie; P. Michel 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 486 KB

Optimal Stopping Problem for Stochastic

✍ Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 320 KB

Optimal Stopping of Regular Diffusions u

✍ Beibel, M.; Lerche, H. R. 📂 Article 📅 2001 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 166 KB

Optimal stopping and almost sure converg

✍ A. Engelbert; H. J. Engelbert 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 652 KB