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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

Optimal stopping of expected profit and cost yields in an investment under uncertainty

Boualem Djehiche Department of Mathematics, The Royal Institute of Technology, SE-100 44, Stockholm, SwedenCorrespondence[email protected]
,
Said Hamadène Département de Mathématiques, Equipe Statistique et Processus, Université du Maine, Avenue Olivier Messiaen, 72085, Le Mans, Cedex 9, FranceView further author information
&
Marie-Amélie Morlais Département de Mathématiques, Equipe Statistique et Processus, Université du Maine, Avenue Olivier Messiaen, 72085, Le Mans, Cedex 9, FranceView further author information
Pages 431-448 | Received 29 Oct 2009, Accepted 16 Aug 2010, Published online: 08 Jun 2011

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Read on this site (2)

Mohamed El Fatini, Driss Bouggar, Idriss Sekkak & Aziz Laaribi. (2022) Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response. Stochastic Analysis and Applications 40:1, pages 20-44.
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Boualem Djehiche & Ali Hamdi. (2015) A full balance sheet two-mode optimal switching problem. Stochastics 87:4, pages 604-622.
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Articles from other publishers (1)

M’hamed Eddahbi, Imade Fakhouri & Youssef Ouknine. (2019) A balance sheet optimal multi-modes switching problem. Afrika Matematika 31:2, pages 219-236.
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