Search Results - subject:"Stopping Problem"

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

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

Belomestny, Denis; Schoenmakers, John - In: Quantitative finance 23 (2023) 7/8, pp. 1099-1113

Persistent link: https://www.econbiz.de/10014321666

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

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

El Asri, Brahim; Ourkiya, Nacer - In: Dynamic games and applications : DGA 14 (2024) 3, pp. 549-577

Persistent link: https://www.econbiz.de/10014556746

Jeon, Junkee; Kwak, Minsuk; Park, Kyunghyun - In: Quantitative finance 23 (2023) 1, pp. 123-148

Persistent link: https://www.econbiz.de/10013490961

Auster, Sarah; Kellner, Christian - 2023

Persistent link: https://www.econbiz.de/10014365399

Jacenko, Jurij P.; Chritonenko, Natalija V. - In: Management decision 60 (2022) 2, pp. 471-487

Persistent link: https://www.econbiz.de/10013162832

Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematics and financial economics 16 (2022) 2, pp. 267-315

Persistent link: https://www.econbiz.de/10013167937

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