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Reservation prices in optimal stoppingSEIERSTAD, A.Operations research. 1992, Vol 40, Num 2, pp 409-414, issn 0030-364XArticle

Prophet inequalities for finite stage multiparameter optimal stopping problemsTANAKA, Teruo.Journal of mathematical analysis and applications. 2006, Vol 322, Num 2, pp 764-773, issn 0022-247X, 10 p.Article

On-line selection of an acceptable pairPREATER, J.Journal of applied probability. 2006, Vol 43, Num 3, pp 729-740, issn 0021-9002, 12 p.Article

Prophet inequalities for parallel processesHILL, T. P; KENNEDY, D. P.Journal of multivariate analysis. 1989, Vol 31, Num 2, pp 236-243, issn 0047-259X, 8 p.Article

OPTIMAL LIQUIDATION OF A CALL SPREADEKSTRÖM, Erik; LINDBERG, Carl; TYSK, Johan et al.Journal of applied probability. 2010, Vol 47, Num 2, pp 586-593, issn 0021-9002, 8 p.Article

On Bayes' test for the population mean of bounded observationsXIZHI WU.Statistics & probability letters. 1989, Vol 7, Num 5, pp 385-389, issn 0167-7152, 5 p.Article

An optimal acceptance policy for an urn schemeCHEN, R. W; ZAME, A; ODLYZKO, A. M et al.SIAM journal on discrete mathematics (Print). 1998, Vol 11, Num 2, pp 183-195, issn 0895-4801Article

Optimal stopping for non-linear expectations: Part IIBAYRAKTAR, Erhan; SONG YAO.Stochastic processes and their applications. 2011, Vol 121, Num 2, pp 212-264, issn 0304-4149, 53 p.Article

Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalitiesBARBU, V; SRITHARAN, S. S.Nonlinear analysis. 2006, Vol 64, Num 5, pp 1018-1024, issn 0362-546X, 7 p.Article

Optimal stopping problem with double reservation value propertyKANG, Byung-Kook.European journal of operational research. 2005, Vol 165, Num 3, pp 765-785, issn 0377-2217, 21 p.Article

OPTIMAL STOPPING WITH RANK-DEPENDENT LOSSGNEDIN, Alexander V.Journal of applied probability. 2007, Vol 44, Num 4, pp 996-1011, issn 0021-9002, 16 p.Article

The standard Poisson disorder problem revisitedBAYRAKTAR, Erhan; DAYANIK, Savas; KARATZAS, Ioannis et al.Stochastic processes and their applications. 2005, Vol 115, Num 9, pp 1437-1450, issn 0304-4149, 14 p.Article

Efficient solutions for a class of optimal stopping problemsSHECHTER, Steven M.Operations research letters. 2012, Vol 40, Num 5, pp 409-410, issn 0167-6377, 2 p.Article

Technology choice under several uncertainty sourcesBOBTCHEFF, Catherine; VILLENEUVE, Stéphane.European journal of operational research. 2010, Vol 206, Num 3, pp 586-600, issn 0377-2217, 15 p.Article

The pricing and optimal strategies of callable warrantsYAGI, Kyoko; SAWAKI, Katsushige.European journal of operational research. 2010, Vol 206, Num 1, pp 123-130, issn 0377-2217, 8 p.Article

OPTIMAL STOPPING OF A BROWNIAN BRIDGEEKSTRÖM, Erik; WANNTORP, Henrik.Journal of applied probability. 2009, Vol 46, Num 1, pp 170-180, issn 0021-9002, 11 p.Article

An optimal sequential procedure for a buying-selling problem with independent observationsSOFRONOV, G; KEITH, Jonathan M; KROESE, Dirk P et al.Journal of applied probability. 2006, Vol 43, Num 2, pp 454-462, issn 0021-9002, 9 p.Article

Constrained Dynkin's stopping problem with continuous parameterOHTSUBO, Y.Stochastics and stochastics reports (Print). 1989, Vol 26, Num 1, pp 21-27, issn 1045-1129, 7 p.Article

Optimal stopping for non-linear expectations—Part IBAYRAKTAR, Erhan; SONG YAO.Stochastic processes and their applications. 2011, Vol 121, Num 2, pp 185-211, issn 0304-4149, 27 p.Article

A forward algorithm for solving optimal stopping problemsIRLE, Albrecht.Journal of applied probability. 2006, Vol 43, Num 1, pp 102-113, issn 0021-9002, 12 p.Article

A note on Yoshida's optimal stopping model for option pricingTERAN, Pedro.European journal of operational research. 2006, Vol 170, Num 2, pp 672-676, issn 0377-2217, 5 p.Article

Multiequilibrium game of timing and competition of gas pipeline projectsKLAASSEN, G; KRYAZHIMSKII, A. V; TARASYEV, A. M et al.Journal of optimization theory and applications. 2004, Vol 120, Num 1, pp 147-179, issn 0022-3239, 33 p.Article

A note on optimal stopping of diffusions with a two-sided optimal ruleLEMPA, Jukka.Operations research letters. 2010, Vol 38, Num 1, pp 11-16, issn 0167-6377, 6 p.Article

On threshold strategies and the smooth-fit principle for optimal stopping problemsVILLENEUVE, Stéphane.Journal of applied probability. 2007, Vol 44, Num 1, pp 181-198, issn 0021-9002, 18 p.Article

An explicit formula for the optimal gain in the full-information problem of owning a relatively best objectMAZALOV, Vladimir V; TAMAKI, Mitsushi.Journal of applied probability. 2006, Vol 43, Num 1, pp 87-101, issn 0021-9002, 15 p.Article

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