\(\pi \) options (Q981010): Difference between revisions

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+https://doi.org/10.1016/j.spa.2010.02.008
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+W4213126290
@@ Property / OpenAlex ID: W4213126290 / rank @@
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@@ Property / cites work @@
+Q3935745
@@ Property / cites work: Q3935745 / rank @@
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@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
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@@ Property / cites work @@
+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
@@ Property / cites work: DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION / rank @@
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@@ Property / cites work @@
+Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
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@@ Property / cites work @@
+Q4274905
@@ Property / cites work: Q4274905 / rank @@
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@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
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@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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@@ Property / cites work @@
+Optimal stopping and maximal inequalities for geometric Brownian motion
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@@ Property / cites work @@
+Some optimal stopping problems with nontrivial boundaries for pricing exotic options
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@@ Property / cites work @@
+Optimal stopping of the maximum process: a converse to the results of Peskir
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@@ Property / cites work @@
+Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\)
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@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
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@@ Property / cites work @@
+The Maximality Principle Revisited: On Certain Optimal Stopping Problems
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@@ Property / cites work @@
+Discounted optimal stopping problems for the maximum process
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@@ Property / cites work @@
+Optimal stopping of the maximum process: The maximality principle
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@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
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@@ Property / cites work @@
+The Russian option: Reduced regret
@@ Property / cites work: The Russian option: Reduced regret / rank @@
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@@ Property / cites work @@
+Q3364259
@@ Property / cites work: Q3364259 / rank @@
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@@ Property / cites work @@
+Optimal Stopping Rules
@@ Property / cites work: Optimal Stopping Rules / rank @@
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