Concepedia

Optimal stopping with random exercise lag

Jukka Lempa

Mathematical Methods of Operations Research · 2012 · 16 citations · 10 references

DOI

Concepts

References

10

Handbook of Mathematical Functions

Donald A. McQuarrie · American Journal of Physics · 1966 · 40.9K citations

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Handbook of Mathematical Functions.

Juliette Florentin, Milton Abramowitz, Irene A. Stegun · American Mathematical Monthly · 1966 · 7.6K citations

, , +10

Optimal Stopping of One-Dimensional Diffusions

Paavo Salminen · Mathematische Nachrichten · 1985 · 111 citations

, , +13

Reward functionals, salvage values, and optimal stopping

Luis H. R. Alvarez · Mathematical Methods of Operations Research · 2001 · 84 citations

, , +16

The impact of delivery lags on irreversible investment under uncertainty

Luis H. R. Alvarez, Jussi Keppo · European Journal of Operational Research · 2002 · 76 citations

, , +14