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A harmonic function technique for the optimal stopping of diffusions

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References

1982The Value of Waiting to Invest3,606 cited
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2003On the optimal stopping problem for one-dimensional diffusions235 cited
1985Optimal Stopping of One-Dimensional Diffusions105 cited
1997A New Look at Optimal Stopping Problems related to Mathematical Finance86 cited
1968Optimal Stopping in a Markov Process74 cited
1998Optimal time to invest when the price processes are geometric Brownian motions72 cited

Cited by

2013On the optimal stopping of a one-dimensional diffusion36 cited
2013On the solution of general impulse control problems using superharmonic functions29 cited
2015A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion16 cited

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