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Reward functionals, salvage values, and optimal stopping
Alvarez, Luis H. R. - In: Mathematical methods of operations research 54 (2001) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10001630600
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Irreversible capital accumulation under interest rate uncertainty
Alvarez, Luis H. R. - In: Mathematical methods of operations research 72 (2010) 2, pp. 249-271
Persistent link: https://www.econbiz.de/10008696633
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Optimal payout policy in presence of downside risk
Alvarez, Luis H. R.; Rakkolainen, Teppo A. - In: Mathematical methods of operations research 69 (2009) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10003858043
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Timing in the presence of directional predictability : optimal stopping of skew Brownian motion
Alvarez, Luis H. R.; Salminen, Paavo - In: Mathematical methods of operations research 86 (2017) 2, pp. 377-400
Persistent link: https://www.econbiz.de/10011780987
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Irreversible capital accumulation under interest rate uncertainty
Alvarez, Luis H. R. - In: Mathematical methods of operations research 72 (2010) 2, pp. 249-272
Persistent link: https://www.econbiz.de/10008713144