Optimal stopping with random intervention times

By Paul Dupuis, Hui Wang. Advances in Applied Probability, 2002

93 citations recorded by the source corpus.

Subfields: Finance, Pulmonary and Respiratory Medicine

View Paper: https://www.semanticscholar.org/paper/ece21c28df6f88664c0f63322d7381af2a040f48

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In Finance

1. Kristoffer Lindensjo
2. Sören Christensen

Citations in the corpus

• On time-inconsistent stopping problems and mixed strategy stopping times (2018, background): “In [10, 16], optimal stopping problems where stopping can only occur at exogenously determined Poisson jump times are studied.”