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On compactness and optimality of stopping times
1 references·3 citing·12 second hop
On compactness and optimality of stopping times (1982)On compactness and optimality of stopping…Compactness of stopping times (1977)Compactness of stopping timesOptimal stopping under model uncertainty: Randomized stopping times approach (2016)Optimal stopping under model …Tracking Stopping Times Through Noisy Observations (2009)Tracking Stopping Times Throu…Two parameter optimal stopping and bi-Markov processes (1985)Two parameter optimal stoppin…Minimax Theorems (1953)Monte Carlo valuation of American options (2002)Putting order in risk measures (2002)Stochastic integrals in the plane (1975)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Les Aspects Probabilistes Du Controle Stochastique (1981)On Optimum Methods in Quickest Detection Problems (1963)Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Randomized Stopping Times and American Option Pricing with Transaction Costs (2001)Mean Field Games of Timing and Models for Bank Runs (2017)Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (2019)
this work references cited by second hop

References

  • 1977Compactness of stopping times97 cited

Cited by

  • 1985Two parameter optimal stopping and bi-Markov processes28 cited
  • 2016Optimal stopping under model uncertainty: Randomized stopping times approach25 cited
  • 2009Tracking Stopping Times Through Noisy Observations12 cited

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