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CORC

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On optimal stopping and free boundary problems under ambiguity 期刊论文
STATISTICS & PROBABILITY LETTERS, 2018, 卷号: 139, 页码: 129-134
作者:  Zhao, Guoqing;  Zhai, Kun;  Zong, Gaofeng
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/11
Quadratic reflected BSDEs and related obstacle problems for PDEs 期刊论文
Communications in Statistics - Theory and Methods, 2018
作者:  Huang Z.;  Wang H.;  Wu Z.;  Yu Z.
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11
ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING 期刊论文
ADVANCES IN APPLIED PROBABILITY, 2018, 卷号: 50, 期号: 3, 页码: 671-705
作者:  Ferrari, Giorgio;  Yang, Shuzhen
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models 期刊论文
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2018, 卷号: 20, 期号: 1, 页码: 369-384
作者:  Liu, Yue[1];  Privault, Nicolas[2]
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/24
REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING 期刊论文
MATHEMATICAL FINANCE, 2017, 卷号: 27, 期号: 1, 页码: 224-250
作者:  Bensoussan, Alain;  Hoe, SingRu;  Yan, ZhongFeng;  Yin, George
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Optimal stopping under g-expectation with constraints 期刊论文
Operations Research Letters: A Journal of the Operations Research Society of America, 2013, 卷号: 41, 期号: 2, 页码: 164-171
作者:  Wu, H.
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/23
Optimal stopping rule meets ambiguity 期刊论文
Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two, 2013, 页码: 97-125
作者:  Chen Z.;  Tian W.;  Zhao G.
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/23
Optimal Channel Sensing Order for Various Applications in Cognitive Radio Networks 期刊论文
WIRELESS PERSONAL COMMUNICATIONS, 2013, 卷号: 71, 期号: 3
作者:  Huang, Junyuan;  Zhou, Huaibei;  Chen, Yongqun;  Chen, Bo;  Zhu, Xingyu
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/05
Reflected BSDEs with random default time and related mixed optimal stopping-control problems 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 1, 页码: 165-178
作者:  Guo Dongmei;  Xu Xiaoming
收藏  |  浏览/下载：0/0  |  提交时间：2021/01/14
Threshold-Type Policies for Real Options Using Regime-Switching Models 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2012, 卷号: 3, 期号: 1, 页码: 667-689
作者:  Bensoussan, Alain;  Yan, ZhongFeng;  Yin, G.
收藏  |  浏览/下载：2/0  |  提交时间：2019/08/22

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