Results 71 to 80 of about 161 (92)

A ‘Non‐Stopping’ Time with the Optional‐Stopping Property

, 2002
David S. Williams
semanticscholar   +1 more source

A two-step simulation procedure to analyze the exercise features of American options

, 2004
A. Basso, M. Nardon, Paolo Pianca
semanticscholar   +1 more source

Optimal Retirement Under Partial Information

Mathematics of Operations Research, 2022
Kexin Chen, Junkee Jeon, Hoi Ying Wong
exaly  

Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution

Mathematics of Operations Research, 2022
JOSÉ R Correa, Paul Dütting, Felix Fischer   +2 more
exaly  

Exact Optimal Stopping for Multidimensional Linear Switching Diffusions

Mathematics of Operations Research, 2023
Philip A Ernst, Hongwei Mei
exaly  

Optimal stopping and a martingale approach to the penalty method

Tohoku Mathematical Journal, 1982
Hiroaki Morimoto
exaly  

The Expected Sample Size of Some Tests of Power One

Annals of Statistics, 1974
D Siegmund
exaly  

Renewal Theory for $M$-Dependent Variables

Annals of Probability, 1983
Svante Janson
exaly  

Potentials of stopped distributions

Illinois Journal of Mathematics, 1974
exaly  

Optimal switching problems of tandem type

Tohoku Mathematical Journal, 1983
Hiroaki Morimoto
exaly