PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107): Difference between revisions

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+Q4742671
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+INFORMATION-BASED ASSET PRICING
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+Q4323296
@@ Property / cites work: Q4323296 / rank @@
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+The Term Structure of Interest Rates in a Hidden Markov Setting
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+Q4086525
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+Normal rank
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+PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL
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+On the sequential testing problem for some diffusion processes
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+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
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+Optimal selling rules in a regime switching model
@@ Property / cites work: Optimal selling rules in a regime switching model / rank @@
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+On perpetual American put valuation and first-passage in a regime-switching model with jumps
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+Option Pricing With Markov-Modulated Dynamics
@@ Property / cites work: Option Pricing With Markov-Modulated Dynamics / rank @@
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+Q3378055
@@ Property / cites work: Q3378055 / rank @@
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+Whether to sell or hold a stock
@@ Property / cites work: Whether to sell or hold a stock / rank @@
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+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
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+Efficient Pricing of Derivatives on Assets with Discrete Dividends
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+Publication:5389107