Chen, Pengzhan; Song, Yingda A general approximation method for optimal stopping and random delay. (English) Zbl 07790866 Math. Finance 34, No. 1, 5-35 (2024). MSC: 91G80 60G40 60J28 PDFBibTeX XMLCite \textit{P. Chen} and \textit{Y. Song}, Math. Finance 34, No. 1, 5--35 (2024; Zbl 07790866) Full Text: DOI
Chen, Pengzhan; Song, Yingda Irreversible investment with random delay and partial prepayment. (English) Zbl 1525.91156 Oper. Res. Lett. 50, No. 5, 434-440 (2022). MSC: 91G10 60G40 PDFBibTeX XMLCite \textit{P. Chen} and \textit{Y. Song}, Oper. Res. Lett. 50, No. 5, 434--440 (2022; Zbl 1525.91156) Full Text: DOI