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  • Search: subject:"Optimal stopping problem"
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Year of publication
Subject
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optimal stopping problem 29 Search theory 22 Suchtheorie 22 Optimal stopping problem 17 Mathematical Tools 6 Optimal Stopping Problem 6 Mathematical programming 5 Mathematische Optimierung 5 Option pricing theory 5 Optionspreistheorie 5 addiction 5 quitting 5 real options analysis 5 smoking 5 Markov chain 4 Markov-Kette 4 Stochastic process 4 Stochastischer Prozess 4 compound Poisson process 4 continuous and smooth fit 4 integro-differential free-boundary problem 4 Black-Scholes model 3 Black-Scholes-Modell 3 Decision 3 Discounted optimal stopping problem 3 Dividend 3 Dynamic programming 3 Entscheidung 3 Option trading 3 Optionsgeschäft 3 Portfolio selection 3 Portfolio-Management 3 Share Market 3 controlled vs. automatic reaction 3 coping 3 maximum process 3 normal reflection 3 personality 3 stress 3 Altersgrenze 2
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Online availability
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Undetermined 29 Free 22
Type of publication
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Article 35 Book / Working Paper 27
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 2 Preprint 2
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Language
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English 34 Undetermined 28
Author
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Gapeev, Pavel V. 8 Kohn, Wolfgang 6 Chen, Yu-Fu 5 Jeon, Junkee 5 Petrie, Dennis 5 Park, Kyunghyun 4 Miao, Jianjun 3 Wang, Neng 3 Wälde, Klaus 3 Dechenaux, Emmanuel 2 Goldfarb, Brent 2 Guo, Peijun 2 Kingston, Geoffrey H. 2 Koo, Hyeng-keun 2 Li, Yonggang 2 Shane, Scott 2 Bajari, Patrick L. 1 Belomestny, Denis 1 Bensoussan, Alain 1 Capan, Muge 1 Chang, Ming-Chi 1 Christensen, Sören 1 Chu, Chenghuan Sean 1 Corbett, Charles J. 1 DAHLGREN, MARTIN 1 Dahlgren, M. 1 David M., Ramsey 1 Décamps, Jean-Paul 1 GAPEEV, PAVEL V. 1 Gapeev, Pavel 1 Gonon, Lukas 1 Goodarzi, Shadi Hassani 1 Grandits, Peter 1 Hoe, SingRu 1 Huddleston, Jeanne 1 Iancu, Dan Andrei 1 Ivy, Julie Simmons 1 Jeanblanc-Picqué, Monique 1 KORN, RALF 1 Karoui, Nicole El 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 Department of Economics, Boston University 3 Agricultural and Applied Economics Association - AAEA 2 Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW) 2 Scottish Institute for Research in Economics (SIRE) 2 Department of Economics Studies, University of Dundee 1 Society for Economic Dynamics - SED 1 Stanford Institute for Economic Policy Research (SIEPR), Stanford University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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SFB 649 Discussion Papers 6 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2 Boston University - Department of Economics - Working Papers Series 2 EconStor Preprints 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 Mathematics and financial economics 2 Quantitative finance 2 SIRE Discussion Papers 2 Statistics & Risk Modeling 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Applied mathematical finance 1 Boston University - Department of Economics - The Institute for Economic Development Working Papers Series 1 Computational Economics 1 Computational economics 1 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 1 Discussion Papers / Stanford Institute for Economic Policy Research (SIEPR), Stanford University 1 Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain 1 Dundee Discussion Papers in Economics 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 Finance and stochastics 1 Insurance: Mathematics and Economics 1 International journal of theoretical and applied finance 1 Jena Economic Research Papers 1 Jena economics research papers 1 Journal of behavioral and experimental finance 1 Journal of economic dynamics & control 1 MPRA Paper 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Manufacturing & service operations management : M & SOM 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical social sciences 1 Quantitative marketing and economics : QME 1 Review of Derivatives Research 1 Review of Economic Dynamics 1 SFB 649 Discussion Paper 1 Scandinavian actuarial journal 1 Stochastic Processes and their Applications 1
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Source
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RePEc 33 ECONIS (ZBW) 23 EconStor 4 Other ZBW resources 2
Showing 11 - 20 of 62
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Optimal retirement and portfolio selection with consumption ratcheting
Jeon, Junkee; Park, Kyunghyun - In: Mathematics and financial economics 14 (2020) 3, pp. 353-397
Persistent link: https://www.econbiz.de/10012240299
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An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion
Liu, Yue; Yang, Aijun; Zhang, Jijian; Yao, Jingjing - In: Computational economics 55 (2020) 3, pp. 827-843
Persistent link: https://www.econbiz.de/10012223679
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Stress and coping: An economic approach
Wälde, Klaus - 2015
Stress is ubiquitous in society. In our model, stressors translate into subjective stress via an appraisal process. Stress reduces instantaneous utility of an individual directly and via a cognitive load argument. Coping can be functional and under the control of the individual or more automatic...
Persistent link: https://www.econbiz.de/10011419473
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Stress and coping : an economic approach
Wälde, Klaus - 2015
Stress is ubiquitous in society. In our model, stressors translate into subjective stress via an appraisal process. Stress reduces instantaneous utility of an individual directly and via a cognitive load argument. Coping can be functional and under the control of the individual or more automatic...
Persistent link: https://www.econbiz.de/10011392611
Saved in:
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Stress and coping : an economic approach
Wälde, Klaus - 2015
Persistent link: https://www.econbiz.de/10011698630
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A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
Grandits, Peter - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 80-96
Persistent link: https://www.econbiz.de/10012194933
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Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices
Kohn, Wolfgang - 2014
In this paper the stop-waiting strategy of Franz Bruss is set into a simple probabilistic framework and applied to the apple share prices from 1984 to 2013. Within the probabilistic framework a heuristic and a mathematical decision rule using the $\Psi$ function is developed. The results are in...
Persistent link: https://www.econbiz.de/10010332891
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Last Success Problem: Decision Rule and Application
Kohn, Wolfgang - 2014
Where is the most likely position for the last success in n events, if each event has the same probability Pr(A)? What is the probability for the last success? This situation assumes returning successes which is different to the stop waiting problem where a single best event is assumed. We set...
Persistent link: https://www.econbiz.de/10010352782
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Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices
Kohn, Wolfgang - Deutsche Zentralbibliothek für … - 2014
In this paper the stop-waiting strategy of Franz Bruss is set into a simple probabilistic framework and applied to the apple share prices from 1984 to 2013. Within the probabilistic framework a heuristic and a mathematical decision rule using the $\Psi$ function is developed. The results are in...
Persistent link: https://www.econbiz.de/10010985731
Saved in:
Cover Image
Last Success Problem: Decision Rule and Application
Kohn, Wolfgang - Deutsche Zentralbibliothek für … - 2014
Where is the most likely position for the last success in n events, if each event has the same probability Pr(A)? What is the probability for the last success? This situation assumes returning successes which is different to the stop waiting problem where a single best event is assumed. We set...
Persistent link: https://www.econbiz.de/10010957792
Saved in:
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