We study a problem of finding an optimal stopping strategy to liquidate an asset with
unknown drift. Taking a Bayesian approach, we model the initial beliefs of an individual …

A new mathematical model for finding the optimal harvesting policy of an inland fishery
resource under incomplete information is proposed in this paper. The model is based on a …

We study the value and the optimal strategies for a two-player zero-sum optimal stopping
game with incomplete and asymmetric information. In our Bayesian setup, the drift of the …

We study a two-dimensional discounted optimal stopping problem related to the pricing of
perpetual commodity equities in a model of financial markets in which the behaviour of the …

We study zero-sum optimal stopping games associated with perpetual convertible bonds in
an extension of the Black-Merton-Scholes model with random dividends under various …

We study the optimal exercise of American options under incomplete information about the
drift of the underlying process, and we show that quite unexpected phenomena may occur …

We analyze the optimal exercise of an American call executive stock option (ESO) written on
a stock whose drift parameter falls to a lower value at a change point, an exponentially …

The aim of this paper is to study the optimal time for the individual to join an unemployment
insurance scheme which is intended to protect workers against the consequences of job …

We consider the problem of optimally stopping a Brownian bridge with an unknown pinning
time so as to maximise the value of the process upon stopping. Adopting a Bayesian …

We consider a class of time-inhomogeneous optimal stopping problems and we provide
sufficient conditions on the data of the problem that guarantee monotonicity of the optimal …