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ArticleOptimal Stopping with Information Constraint

Jukka Lempa2012

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Articlegreen2012

Optimal Stopping with Information Constraint

42 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Capital Investment and Risk Analysis Optimization and Search Problems

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References

1994Investment Under Uncertainty.1994Investment under Uncertainty 2003Stochastic Differential Equations 2002Handbook of Brownian Motion - Facts and Formulae 2006Optimal stopping and free-boundary problems 2009Mathematical Methods for Financial Markets 2010Mathematical Methods for Financial Markets 2003On the optimal stopping problem for one-dimensional diffusions

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2017On Some Impulse Control Problems with Constraint

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Details

Year2012

Typearticle

Published2012-03-23

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations42

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00245-012-9166-0

openalex_workW1986374674

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