5 results
Discounted optimal stopping problems in first-passage time models with random thresholds
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- Journal:
- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
- Published online by Cambridge University Press:
- 27 June 2022, pp. 714-733
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- September 2022
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Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs
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- Journal:
- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 17 March 2021, pp. 189-219
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- March 2021
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Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 799-817
- Print publication:
- September 2014
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Bayesian Quickest Detection Problems for Some Diffusion Processes
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- Journal:
- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 04 January 2016, pp. 164-185
- Print publication:
- March 2013
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Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 713-731
- Print publication:
- September 2007
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