An Inverse Optimal Stopping Problem for Diffusion Processes

An Inverse Optimal Stopping Problem for Diffusion Processes
Author :
Publisher :
Total Pages : 28
Release :
ISBN-10 : OCLC:1305298913
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis An Inverse Optimal Stopping Problem for Diffusion Processes by : Thomas Kruse

Download or read book An Inverse Optimal Stopping Problem for Diffusion Processes written by Thomas Kruse and published by . This book was released on 2017 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Inverse Optimal Stopping Problem for Diffusion Processes Related Books

An Inverse Optimal Stopping Problem for Diffusion Processes
Language: en
Pages: 28
Authors: Thomas Kruse
Categories:
Type: BOOK - Published: 2017 - Publisher:

GET EBOOK

Discounted Optimal Stopping for Maxima of Some Jump-diffusion Processes
Language: en
Pages: 0
Authors: Pavel V. Gapeev
Categories:
Type: BOOK - Published: 2006 - Publisher:

GET EBOOK

Discount Optimal Stopping for Maxima of Some Jump Diffusion Processes
Language: en
Pages: 23
Authors: Pavel V. Gapeev
Categories:
Type: BOOK - Published: 2006 - Publisher:

GET EBOOK

Optimal Stopping for a Diffusion with Jumps
Language: en
Pages:
Authors: Ernesto Mordecki
Categories:
Type: BOOK - Published: 1999 - Publisher:

GET EBOOK

In this paper we give the closed form solution of some optimal stopping problems for processes derived from a diffusion with jumps. Within the possible applicat
Optimal Stopping and Free-Boundary Problems
Language: en
Pages: 515
Authors: Goran Peskir
Categories: Mathematics
Type: BOOK - Published: 2006-11-10 - Publisher: Springer Science & Business Media

GET EBOOK

This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the the