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  • Search: subject:"optimal stopping problem"
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Year of publication
Subject
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optimal stopping problem 10 Mathematical Tools 6 Optimal Stopping Problem 6 Search theory 5 Suchtheorie 5 compound Poisson process 4 continuous and smooth fit 4 integro-differential free-boundary problem 4 Share Market 3 controlled vs. automatic reaction 3 coping 3 maximum process 3 normal reflection 3 personality 3 stress 3 American double barrier options 2 Discounted optimal stopping problem 2 Ito-Tanaka-Meyer formula 2 Jump process 2 Markov process 2 Mathematical programming 2 Mathematische Optimierung 2 Optimal stopping problem 2 a change-of-variable formula with local time on surfaces 2 emotional outbursts 2 jump-diffusion model 2 smooth and continuous fit 2 stochastic differential equation 2 (integro-differential) coupled free-boundary problem 1 American lookback option problem 1 Approximation error bound 1 Artificial Intelligence 1 Artificial intelligence 1 Brownian motion 1 Börsenkurs 1 Coping strategy 1 Coping-Strategie 1 Curse of dimensionality 1 Decision 1 Deep neural network 1
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Online availability
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Free 22
Type of publication
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Book / Working Paper 19 Article 3
Type of publication (narrower categories)
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Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Preprint 2
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Language
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English 16 Undetermined 6
Author
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Gapeev, Pavel V. 6 Kohn, Wolfgang 6 Wälde, Klaus 3 Belomestny, Denis 1 Chen, Yu-Fu 1 David M., Ramsey 1 Gapeev, Pavel 1 Gonon, Lukas 1 Kingston, Geoffrey H. 1 Krzysztof, Szajowski 1 Petrie, Dennis 1 Schoenmakers, John 1 АЛЕКСАНДРОВНА, ШЕЛЕМЕХ ЕЛЕНА 1 ВИКТОРОВИЧ, ЯСОНОВ ЕВГЕНИЙ 1 МИНИРОВИЧ, ХАМЕТОВ ВЛАДИМИР 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW) 2 Department of Economics Studies, University of Dundee 1 Society for Economic Dynamics - SED 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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SFB 649 Discussion Papers 6 EconStor Preprints 2 Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain 1 Dundee Discussion Papers in Economics 1 Finance and stochastics 1 Jena Economic Research Papers 1 Jena economics research papers 1 MPRA Paper 1 Quantitative finance 1 SFB 649 Discussion Paper 1 Technical Appendices 1 Управление большими системами: сборник трудов 1
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Source
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RePEc 12 ECONIS (ZBW) 6 EconStor 4
Showing 1 - 10 of 22
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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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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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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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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
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АЛГОРИТМ РЕШЕНИЯ ЗАДАЧИ ОБ ОПТИМАЛЬНОЙ ОСТАНОВКЕ С КОНЕЧНЫМ ГОРИЗОНТОМ
МИНИРОВИЧ, ХАМЕТОВ ВЛАДИМИР; … - In: Управление большими … (2014) 3, pp. 6-22
Предложен и обоснован алгоритм решения задачи об оптимальной остановке с конечным горизонтом. Основываясь на этом алгоритме, реализованном в системе...
Persistent link: https://www.econbiz.de/10011270536
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