Stochastics: An International Journal of Probability and Stochastic Processes

Optimal stopping with applications: an editorial introduction
pp. 311-313(3)
Authors: Jacka, Saul; Peskir, Goran; Salminen, Paavo

The British Russian Option
pp. 315-332(18)
Authors: Glover, K.; Peskir, G.; Samee, F.

Study of the risk-adjusted pricing methodology model with methods of geometrical analysis
pp. 333-345(13)
Author: Bordag, L. A.

A harmonic function technique for the optimal stopping of diffusions
pp. 347-363(17)
Authors: Christensen, Sören; Irle, Albrecht

Hedging of swing game options in continuous time
pp. 365-404(40)
Authors: Iron, Yonatan; Kifer, Yuri

Optimal stopping of Markov chains and three abstract optimization problems
pp. 405-414(10)
Author: Sonin, Isaac M.

Error estimates for multinomial approximations of American options in a class of jump diffusion models
pp. 415-429(15)
Author: Dolinsky, Yan

Optimal stopping of expected profit and cost yields in an investment under uncertainty
pp. 431-448(18)
Authors: Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie

Simple improvement method for upper bound of American option
pp. 449-466(18)
Authors: Fujii, Mika; Matsumoto, Koichi; Tsubota, Kengo

A new approach to the solution of optimal stopping problem in a discrete time
pp. 467-475(9)
Author: Presman, Ernst

Constructing time-homogeneous generalized diffusions consistent with optimal stopping values
pp. 477-503(27)
Authors: Hobson, David; Klimmek, Martin

Explicit solutions to some optimal variance stopping problems
pp. 505-518(14)
Author: Pedersen, Jesper Lund

On the sequential testing problem for some diffusion processes
pp. 519-535(17)
Authors: Gapeev, Pavel V.; Shiryaev, Albert N.

On the structure of discounted optimal stopping problems for one-dimensional diffusions
pp. 537-554(18)
Authors: Gapeev, Pavel V.; Lerche, Hans Rudolf

An integral equation for American put options on assets with general dividend processes
pp. 555-567(13)
Authors: Vellekoop, M. H.; Nieuwenhuis, J. W.

Optimal detection of transition probability change in random sequence
pp. 569-581(13)
Authors: Sarnowski, Wojciech; Szajowski, Krzysztof

Analysis of production decisions under budget limitations
pp. 583-609(27)
Authors: Helmes, Kurt L.; Stockbridge, Richard H.; Volkmer, Hans

Optimal stopping, Appell polynomials, and Wiener–Hopf factorization
pp. 611-622(12)
Author: Salminen, Paavo

Maximizing the discounted survival probability in Vardi's casino
pp. 623-638(16)
Authors: Chen, Robert; Grigorescu, Ilie; Shepp, Larry