经济学 >>> 理论经济学 世界经济学 应用经济学
搜索结果: 1-5 共查到经济学 optimal stopping相关记录5条 . 查询时间(0.109 秒)
We formulate an optimal stopping problem where the probability scale is distorted by a general nonlinear function. The problem is inherently time inconsistent due to the Choquet integration involved. ...
We consider a finite horizon optimal stopping problem related to trade-off strategies between expected profit and cost cash-flows of an investment under uncertainty. The optimal problem is first formu...
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of qu...
The value function of an optimal stopping problem for a process with L´evy jumps is known to be a generalized solution of a variational inequality. Assuming the diffusion component of the proces...
In this article we study an optimal stopping/optimal control problem which models the decision facing a risk-averse agent over when to sell an asset. The market is incomplete so that the asset exposu...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...