Optimal Stopping Time - Articles - Scientific Research Publishing

Optimal Stopping Time to Buy an Asset When Growth Rate Is a Two-State Markov Chain (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.4 No.3, May 7, 2014

DOI: 10.4236/ajor.2014.43013 4,756 Downloads 6,805 Views Citations
The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite (Articles)

Nguyen Khac Minh, Nguyen Thanh Trung, Pham Van Khanh

American Journal of Operations Research Vol.8 No.2, March 9, 2018

DOI: 10.4236/ajor.2018.82007 1,174 Downloads 3,412 Views Citations
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5, November 18, 2016

DOI: 10.4236/jmf.2016.65057 1,532 Downloads 2,829 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.2 No.4, November 30, 2012

DOI: 10.4236/ajor.2012.24062 6,218 Downloads 10,210 Views Citations
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6, November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,609 Downloads 5,641 Views Citations
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework (Articles)

Tsotne Kutalia

Journal of Mathematical Finance Vol.9 No.3, June 20, 2019

DOI: 10.4236/jmf.2019.93012 817 Downloads 2,022 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 561 Downloads 1,463 Views Citations
The Optimal Timing of the Transition to New Environmental Technology for Economic Growth (Articles)

Akira Maeda, Makiko Nagaya

Modern Economy Vol.3 No.3, May 22, 2012

DOI: 10.4236/me.2012.33036 5,281 Downloads 8,420 Views Citations
When Should We Start the Lockdown and How Long Should It Be? (Articles)

Yasunori Fujita

Modern Economy Vol.11 No.5, May 9, 2020

DOI: 10.4236/me.2020.115075 554 Downloads 1,866 Views Citations
Optimal Stochastic Pine Stands Harvest Rotation Policies (Articles)

Eduardo Navarrete

Open Journal of Forestry Vol.5 No.6, August 6, 2015

DOI: 10.4236/ojf.2015.56053 5,116 Downloads 6,297 Views Citations
This article belongs to the Special Issue on Future Forests
Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37113 4,440 Downloads 7,229 Views Citations
A Regime Switching Model for the Term Structure of Credit Risk Spreads (Articles)

Seungmook Choi, Michael D. Marcozzi

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51005 3,424 Downloads 5,362 Views Citations
Backfiring Effect of Uncertain Trade Policy (Articles)

Yasunori Fujita

Modern Economy Vol.7 No.5, May 18, 2016

DOI: 10.4236/me.2016.75067 2,491 Downloads 3,511 Views Citations
This article belongs to the Special Issue on International Economics and Trade
How Much Should Government Compensate Firms for Suspension of Their Businesses in Order to Fight off the New Coronavirus? (Articles)

Yasunori Fujita

Theoretical Economics Letters Vol.10 No.3, June 22, 2020

DOI: 10.4236/tel.2020.103038 541 Downloads 1,432 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132014 248 Downloads 1,002 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
On the Link between Stopping Time and Non-Trivial Cycles in the Collatz Problem (Articles)

Lionel Laurore

Advances in Pure Mathematics Vol.15 No.6, June 17, 2025

DOI: 10.4236/apm.2025.156018 148 Downloads 813 Views Citations
Super-Diffusive Noise Source in Asset Dynamics (Articles)

Max-Olivier Hongler

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31004 3,978 Downloads 6,648 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,426 Downloads 6,809 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Sequential Shrinkage Estimate for COX Regression Models with Uncertain Number of Effective Variables (Articles)

Haibo Lu, Juling Zhou, Cuiling Dong

Modeling and Numerical Simulation of Material Science Vol.11 No.3, July 22, 2021

DOI: 10.4236/mnsms.2021.113004 392 Downloads 1,123 Views Citations
Optimal Amount and Timing of Investment in a Stochastic Dynamic Cournot Competition (Articles)

Yasunori Fujita

Theoretical Economics Letters Vol.6 No.1, January 19, 2016

DOI: 10.4236/tel.2016.61001 4,666 Downloads 5,758 Views Citations

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