Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics of operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
ON THE AMERICAN OPTION PROBLEM
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Analysis
1
Bernoulli equation
1
Brownian motion
1
Mathematical analysis
1
Option pricing theory
1
Optionspreistheorie
1
Ornstein–Uhlenbeck process
1
Risikomanagement
1
Risk management
1
Search theory
1
Stochastic process
1
Stochastischer Prozess
1
Suchtheorie
1
free-boundary problem
1
nonlinear Fredholm integral equation
1
optimal stopping
1
pairs trading
1
parabolic partial differential equation
1
quickest detection
1
risk management
1
signal-to-noise ratio
1
smooth fit
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Glover, Kristoffer
1
Peskir, Goran
1
Published in...
All
Mathematics of operations research
Applied mathematical finance
3
Research Paper Series / Finance Discipline Group, Business School
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Stochastic Processes and their Applications
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Applied Mathematical Finance
1
Economics working paper
1
Finance and Stochastics
1
Mathematical control theory and finance
1
Papers / arXiv.org
1
Quantitative Finance
1
Research report / Institute of Mathematics, University of Aarhus ; Department of Theoretical Statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
