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Datei application/x-troff-ms2000 Artikel Approximation of optimal stopping problems
Approximation of optimal stopping problems. Coauthor: R. Kühne. Stochastic Processes Appl. 90 (2000), 301–325
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei application/x-troff-ms1999 Artikel On optimal two-stopping problems
On optimal two-stopping problems. Coauthor: R. Kühne. In: Limit Theorems in Probability and Statistics II. Eds.: Berkes, et al. (1999), 261–271
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei text/texmacs2000 Artikel Optimal stopping with discount and observation costs
Optimal stopping with discount and observation costs. Coauthor: R. Kühne. Journ. Appl. Probab. 37 (2000), 64-72
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei ECMAScript program2000 Artikel On a best choice problem for discounted sequences
On a best choice problem for discounted sequences. Coauthor: R. Kühne. Theory Probab. Appl. 45 (2000), 673-677
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei ECMAScript program2003 Artikel Approximate optimal stopping of dependent sequences
Approximate optimal stopping of dependent sequences. Coauthor: R. Kühne. Preprint (2000). Theory of Probability and Its Applications 48(3) (2003), 465–480
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei ECMAScript program2001 Artikel On the optimal stopping values induced by general dependence structures
On the optimal stopping values induced by general dependence structures. Coauthor: A. Müller. Annals Appl. Probability 38 (2001), 672-684
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei text/texmacs2008 Artikel On a class of optimal stopping problems for diffusions with discontinuous coefficients
On a class of optimal stopping problems for diffusions with discontinuous coefficients. Coauthor: M. Urusov. Ann. Appl. Probability 18 (2008), 847-878
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei2010 Artikel Optimal stopping of integral functionals and a "no-loss" free boundary formulation
Optimal stopping of integral functionals and a "no-loss" free boundary formulation. Coauthors: D. Belomestny and M. Urusov. Preprint (2007) (pdf). Theory Probab. Appl. 54 (2010), 14–28 (doi:10.1137/S0040585X97983961)
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei application/x-troff-ms2011 Artikel On approximative solutions of optimal stopping problems
On approximative solutions of optimal stopping problems. Coauthor: A. Faller. Advances Appl. Probability 43 (2011), 1086-1108
Existiert in Emeriti / Ludger Rüschendorf / Contents
Datei application/x-troff-ms2011 Artikel On approximative solutions of multistopping problems
On approximative solutions of multistopping problems. Coauthor: A. Faller. Annals Appl. Probability 21 (2011), 1965–1993
Existiert in Emeriti / Ludger Rüschendorf / Contents