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Search: subject:"Optimal stopping problem"
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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
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personality
3
stress
3
Altersgrenze
2
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Undetermined
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Free
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35
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English
34
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28
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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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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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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
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RePEc
33
ECONIS (ZBW)
23
EconStor
4
Other ZBW resources
2
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1
Deep neural network expressivity for optimal stopping problems
Gonon, Lukas
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 865-910
Persistent link: https://www.econbiz.de/10015130415
Saved in:
2
From optimal martingales to randomized dual optimal stopping
Belomestny, Denis
;
Schoenmakers, John
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
Saved in:
3
Horizon effect on optimal retirement decision
Jeon, Junkee
;
Kwak, Minsuk
;
Park, Kyunghyun
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10013490961
Saved in:
4
Investor behavior and filter rule revisiting
Liu, Zhenya
;
Zhan, Yaosong
- In:
Journal of behavioral and experimental finance
33
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013442201
Saved in:
5
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
6
Optimizing the first response to sepsis : an electronic health record-based Markov decision process model
Rosenstrom, Erik
;
Meshkinfam, Sareh
;
Ivy, Julie Simmons
; …
- In:
Decision analysis : a journal of the Institute for …
19
(
2022
)
4
,
pp. 265-296
Persistent link: https://www.econbiz.de/10014294913
Saved in:
7
Optimal finite horizon contract with limited commitment
Jeon, Junkee
;
Koo, Hyeng-keun
;
Park, Kyunghyun
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 267-315
Persistent link: https://www.econbiz.de/10013167937
Saved in:
8
Monitoring with limited information
Iancu, Dan Andrei
;
Trichakis, Nikolaos
;
Yoon, Do Young
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4233-4251
Persistent link: https://www.econbiz.de/10012624516
Saved in:
9
Finite horizon portfolio selection with durable goods
Jeon, Junkee
;
Koo, Hyeng-keun
;
Park, Kyunghyun
- In:
Mathematical social sciences
111
(
2021
),
pp. 55-67
Persistent link: https://www.econbiz.de/10012615622
Saved in:
10
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations
Nunes, Cláudia
;
Oliveira, Carlos
;
Pimentel, Rita
- In:
Journal of economic dynamics & control
130
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013255995
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