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  • Search: subject:"stopping problem"
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Year of publication
Subject
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optimal stopping problem 29 Search theory 23 Suchtheorie 23 Optimal stopping problem 17 Asymmetric information 6 Asymmetrische Information 6 Mathematical Tools 6 Mathematical programming 6 Mathematische Optimierung 6 Optimal Stopping Problem 6 Stochastic process 6 Stochastischer Prozess 6 Stopping problem 6 Dynamic programming 5 Markov chain 5 Markov-Kette 5 Option pricing theory 5 Optionspreistheorie 5 addiction 5 quitting 5 real options analysis 5 smoking 5 stopping problem 5 Agency theory 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 Discounted optimal stopping problem 3 Dividend 3 Dynamische Optimierung 3
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Online availability
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Undetermined 39 Free 28 CC license 1
Type of publication
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Article 46 Book / Working Paper 33
Type of publication (narrower categories)
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Article in journal 26 Aufsatz in Zeitschrift 26 Working Paper 9 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 6 Preprint 2 Article 1 Thesis 1
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Language
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English 47 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 Guo, Peijun 2 Jacenko, Jurij P. 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 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 Dendievel, Rémi 1 Disser, Yann 1 Décamps, Jean-Paul 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 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 Management science : journal of the Institute for Operations Research and the Management Sciences 1
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Source
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RePEc 36 ECONIS (ZBW) 34 EconStor 6 Other ZBW resources 2 BASE 1
Showing 1 - 10 of 79
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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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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
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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
Saved in:
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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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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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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
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The value of information in stopping problems
Lehrer, Ehud; Wang, Tao - In: Economic theory 78 (2024) 2, pp. 619-648
Persistent link: https://www.econbiz.de/10015185102
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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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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
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Timing decisions under model uncertainty
Auster, Sarah; Kellner, Christian - 2023
Persistent link: https://www.econbiz.de/10014365399
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