검색결과 : 158건
| No. | Article |
|---|---|
| 1 |
Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations Foresta N Applied Mathematics and Optimization, 83(3), 1219, 2021 |
| 2 |
Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps Dumitrescu R, Reisinger C, Zhang YF Applied Mathematics and Optimization, 83(3), 1387, 2021 |
| 3 |
Optimal Trading with a Trailing Stop Leung T, Zhang HZ Applied Mathematics and Optimization, 83(2), 669, 2021 |
| 4 |
Fair Valuation of Levy-Type Drawdown-Drawup Contracts with General Insured and Penalty Functions Palmowski Z, Tumilewicz J Applied Mathematics and Optimization, 81(2), 301, 2020 |
| 5 |
Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility Vaicenavicius J Applied Mathematics and Optimization, 81(3), 757, 2020 |
| 6 |
MEAN-FIELD GAMES OF OPTIMAL STOPPING: A RELAXED SOLUTION APPROACH Bouveret G, Dumitrescu R, Tankov P SIAM Journal on Control and Optimization, 58(4), 1795, 2020 |
| 7 |
ON THE ROOT SOLUTION TO THE SKOROKHOD EMBEDDING PROBLEM GIVEN FULL MARGINALS Richard A, Tan XL, Touzi N SIAM Journal on Control and Optimization, 58(4), 1874, 2020 |
| 8 |
COMPARISON OF VISCOSITY SOLUTIONS OF SEMILINEAR PATH-DEPENDENT PDEs Ren ZJ, Touzi N, Zhang JF SIAM Journal on Control and Optimization, 58(1), 277, 2020 |
| 9 |
OPTIMAL STOPPING OF MCKEAN-VLASOV DIFFUSIONS VIA REGRESSION ON PARTICLE SYSTEMS Belomestny D, Schoenmakers J SIAM Journal on Control and Optimization, 58(1), 529, 2020 |
| 10 |
ZERO-SUM MARKOV GAMES WITH IMPULSE CONTROLS Basu A, Stettner L SIAM Journal on Control and Optimization, 58(1), 580, 2020 |