OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755): Difference between revisions

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+.0702
@@ Property / arXiv ID: 0906.0702 / rank @@
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+The Valuation of American Options on Multiple Assets
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+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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+Optimal multiple stopping models of reload options and shout options
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+OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
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+Intensity-based framework and penalty formulation of optimal stopping problems
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+The valuation of American call options on the minimum of two dividend-paying assets
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+Q5709400
@@ Property / cites work: Q5709400 / rank @@
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+Exercise Regions And Efficient Valuation Of American Lookback Options
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+Free boundary and optimal stopping problems for American Asian options
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+Exercise regions of American options on several assets
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+Valuation of segregated funds: shout options with maturity extensions.
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+Valuation of Stock Loans with Regime Switching
@@ Property / cites work: Valuation of Stock Loans with Regime Switching / rank @@
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