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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 1-2: Optimal Stopping and Applications Part I
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Original Articles

Double optimal stopping of a risk process

Anna Karpowicz Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wybrzeże, Wyspiańskiego 27, Wroclaw, PolandView further author information
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Krzysztof Szajowski Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wybrzeże, Wyspiańskiego 27, Wroclaw, PolandCorrespondence[email protected]
Pages 155-167 | Received 28 Apr 2006, Published online: 05 Nov 2008

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Tim Leung, Xin Li & Zheng Wang. (2015) Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs. Stochastic Models 31:4, pages 554-587.
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Articles from other publishers (14)

Sabri Boubaker, Xuyuan Han, Zhenya Liu & Yaosong Zhan. (2021) Optimal filter rules for selling stocks in the emerging stock markets. Annals of Operations Research 330:1-2, pages 211-242.
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Fang Chen, Xianping Guo & Zhong-Wei Liao. (2022) Optimal Stopping Time on Semi-Markov Processes with Finite Horizon. Journal of Optimization Theory and Applications 194:2, pages 408-439.
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Georgy Sofronov. (2020) An Optimal Decision Rule for a Multiple Selling Problem with a Variable Rate of Offers. Mathematics 8:5, pages 690.
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Georgy Yu. Sofronov. (2018) An Optimal Double Stopping Rule for a Buying-Selling Problem. Methodology and Computing in Applied Probability 22:1, pages 1-12.
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Jason S. Anquandah & Leonid V. Bogachev. (2019) Optimal Stopping and Utility in a Simple Modelof Unemployment Insurance. Risks 7:3, pages 94.
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Cloud Makasu. (2014) A bilevel programming approach to double optimal stopping. Applied Mathematics and Computation 238, pages 393-396.
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Anna Karpowicz & Krzysztof Szajowski. 2013. Advances in Dynamic Games. Advances in Dynamic Games 327 349 .
Elżbieta Ferenstein & Adam Pasternak-Winiarski. (2012) On optimal stopping of risk processes with regime switching. Demonstratio Mathematica 45:2.
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Elżbieta Z. Ferenstein & Adam Pasternak-Winiarski. 2011. Advances in Dynamic Games. Advances in Dynamic Games 489 507 .
Anna Karpowicz. (2016) Double Optimal Stopping in the Fishing Problem. Journal of Applied Probability 46:2, pages 415-428.
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Anna Karpowicz. (2016) Double Optimal Stopping in the Fishing Problem. Journal of Applied Probability 46:02, pages 415-428.
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Anna Karpowicz & Krzysztof Szajowski. (2007) A doubly optimal stopping of a risk process (Poster Presentation). PAMM 7:1, pages 2080021-2080022.
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Tim Leung, Xin Li & Zheng Wang. (2014) Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs. SSRN Electronic Journal.
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Tim Leung, Xin Li & Zheng Wang. (2014) Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs. SSRN Electronic Journal.
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