EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"stopping problem"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 39 Free 28 CC license 1
Type of publication
All
Article 46 Book / Working Paper 33
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
English 47 Undetermined 31 German 1
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
RePEc 36 ECONIS (ZBW) 34 EconStor 6 Other ZBW resources 2 BASE 1
Showing 21 - 30 of 79
Cover Image
Progressive participation
Bergemann, Dirk; Strack, Philipp - 2020
Persistent link: https://www.econbiz.de/10012253939
Saved in:
Cover Image
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
Saved in:
Cover Image
Hiring secretaries over time : the benefit of concurrent employment
Disser, Yann; Fearnley, John; Gairing, Martin; Göbel, … - In: Mathematics of operations research 45 (2020) 1, pp. 323-352
Persistent link: https://www.econbiz.de/10012183047
Saved in:
Cover Image
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
Saved in:
Cover Image
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:
Cover Image
Stress and coping : an economic approach
Wälde, Klaus - 2015
Persistent link: https://www.econbiz.de/10011698630
Saved in:
Cover Image
Weber’s optimal stopping problem and generalizations
Dendievel, Rémi - In: Statistics & Probability Letters 97 (2015) C, pp. 176-184
One way to interpret the classical secretary problem (CSP) is to consider it as a special case of the following problem. We observe n independent indicator variables I1,I2,…,In sequentially and we try to stop on the last variable being equal to 1. If Ik=1 it means that the kth observed...
Persistent link: https://www.econbiz.de/10011189323
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...