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  • Search: subject:"Stopping Problem"
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Year of publication
Subject
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optimal stopping problem 30 Search theory 26 Suchtheorie 26 Optimal stopping problem 19 Stochastic process 8 Stochastischer Prozess 8 Mathematical programming 7 Mathematische Optimierung 7 Asymmetric information 6 Asymmetrische Information 6 Dynamic programming 6 Markov chain 6 Markov-Kette 6 Mathematical Tools 6 Optimal Stopping Problem 6 Stopping problem 6 Option pricing theory 5 Optionspreistheorie 5 addiction 5 quitting 5 real options analysis 5 smoking 5 stopping problem 5 Agency theory 4 Dynamische Optimierung 4 Portfolio selection 4 Portfolio-Management 4 Prinzipal-Agent-Theorie 4 Real options analysis 4 Realoptionsansatz 4 Theorie 4 Theory 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 Decision theory 3 Decision under uncertainty 3
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Online availability
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Undetermined 39 Free 31 CC license 2
Type of publication
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Article 47 Book / Working Paper 35
Type of publication (narrower categories)
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Article in journal 27 Aufsatz in Zeitschrift 27 Working Paper 11 Graue Literatur 9 Non-commercial literature 9 Arbeitspapier 7 Preprint 2 Article 1 Thesis 1
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Language
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English 50 Undetermined 31 German 1
Author
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Gapeev, Pavel V. 8 Kohn, Wolfgang 6 Chen, Yu-Fu 5 Jeon, Junkee 5 Petrie, Dennis 5 Bergemann, Dirk 4 Park, Kyunghyun 4 Strack, Philipp 4 Auster, Sarah 3 Kellner, Christian 3 Miao, Jianjun 3 Wang, Neng 3 Wälde, Klaus 3 Cavazos-Cadena, Rolando 2 Chritonenko, Natalija V. 2 Dechenaux, Emmanuel 2 Goldfarb, Brent 2 Grigorova, Miryana 2 Guo, Peijun 2 Jacenko, Jurij P. 2 Kingston, Geoffrey H. 2 Koo, Hyeng-keun 2 Li, Hanwu 2 Li, Yonggang 2 Shane, Scott 2 Akcay, Alp 1 Bajari, Patrick L. 1 Belomestny, Denis 1 Bensoussan, Alain 1 Bhattacharjya, Debarun 1 Brandt, Andreas 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 Deleris, Léa A. 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 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 2 Discussion papers / CEPR 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 Center for Mathematical Economics Working Papers 1 Computational Economics 1 Computational Statistics 1 Computational economics 1 Cowles Foundation discussion paper 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 Dynamic games and applications : DGA 1 ECONtribute Discussion Paper 1 ECONtribute discussion paper 1 Economic theory 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 production 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 decision 1
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Source
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ECONIS (ZBW) 36 RePEc 36 EconStor 7 Other ZBW resources 2 BASE 1
Showing 1 - 10 of 82
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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
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Biomanufacturing harvest optimization with small data
Wang, Bo; Xie, Wei; Martagan, Tugce; Akcay, Alp; … - In: Production and operations management : the flagship … 33 (2024) 12, pp. 2381-2400
Persistent link: https://www.econbiz.de/10015484753
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Timing decisions under model uncertainty
Auster, Sarah; Kellner, Christian - 2023
We study the effect of ambiguity on timing decisions. An agent faces a stopping problem with an uncertain stopping …
Persistent link: https://www.econbiz.de/10014364260
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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
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Timing decisions under model uncertainty
Auster, Sarah; Kellner, Christian - 2023
We study the effect of ambiguity on timing decisions. An agent faces a stopping problem with an uncertain stopping …
Persistent link: https://www.econbiz.de/10014374788
Saved in:
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Stochastic representation under g-expectation and applications : the discrete time case
Grigorova, Miryana; Li, Hanwu - 2022
investigate a new approach to the optimal stopping problem under g-expectation and the related pricing of American options under …
Persistent link: https://www.econbiz.de/10015433554
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Progressive participation
Bergemann, Dirk; Strack, Philipp - In: Theoretical Economics 17 (2022) 3, pp. 1007-1039
-telling constraint regarding the arrival time can be represented as an optimal stopping problem which determines the first time at which …
Persistent link: https://www.econbiz.de/10014536925
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Cover Image
Stochastic representation under g-expectation and applications: The discrete time case
Grigorova, Miryana; Li, Hanwu - 2022
investigate a new approach to the optimal stopping problem under g-expectation and the related pricing of American options under …
Persistent link: https://www.econbiz.de/10015444413
Saved in:
Cover Image
Progressive participation
Bergemann, Dirk; Strack, Philipp - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 3, pp. 1007-1039
-telling constraint regarding the arrival time can be represented as an optimal stopping problem that determines the first time at which …
Persistent link: https://www.econbiz.de/10013327107
Saved in:
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Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim; Ourkiya, Nacer - In: Dynamic games and applications : DGA 14 (2024) 3, pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
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