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ArticleOn the optimal stopping problem for one-dimensional diffusions

Savaş Dayanik2003

OA

Articlebronze2003

On the optimal stopping problem for one-dimensional diffusions

Savaş Dayanik · Ioannis Karatzas

235 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Risk Models Optimization and Search Problems

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References

1994Investment Under Uncertainty.1994Investment under Uncertainty 2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 2008Stochastic differential equations and applications 2003Stochastic Differential Equations 1991Brownian motion and stochastic calculus 1998Methods of Mathematical Finance

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Year2003

Typearticle

Published2003-06-30

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations235

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0304-4149(03)00076-0

openalex_workW2157112469

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2007On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems