Lignende værker

• On an Optimal Stopping Problem with a Discontinuous Reward
  af: Mackay, Anne, et al.
  Udgivet: (2023)
• Optimal hedging of a perpetual American put with a single trade
  af: Cai, Cheng, et al.
  Udgivet: (2020)
• A probabilistic approach to continuous differentiability of optimal stopping boundaries
  af: De Angelis, Tiziano, et al.
  Udgivet: (2024)
• A quickest detection problem with false negatives
  af: De Angelis, Tiziano, et al.
  Udgivet: (2022)
• The American put with finite-time maturity and stochastic interest rate
  af: Cai, Cheng, et al.
  Udgivet: (2021)