OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544): Difference between revisions

@@ Property / cites work @@
+CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
+Normal rank
@@ Property / cites work @@
+A Dynamic Programming Procedure for Pricing American-Style Asian Options
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
+Normal rank
@@ Property / cites work @@
+OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
+Normal rank
@@ Property / cites work @@
+Intensity-based framework and penalty formulation of optimal stopping problems
+Normal rank
@@ Property / cites work @@
+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic Convergence for Valuing American Options Using a Penalty Method
+Normal rank
@@ Property / cites work @@
+Q3678248
@@ Property / cites work: Q3678248 / rank @@
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
+Normal rank
@@ Property / cites work @@
+A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion
+Normal rank
@@ Property / cites work @@
+Convergence of Binomial Tree Methods for European/American Path-Dependent Options
+Normal rank
@@ Property / cites work @@
+Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou
+Normal rank
@@ Property / cites work @@
+Optimal prediction of the ultimate maximum of Brownian motion
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / cites work @@
+Response to comment on ‘Thou shalt buy and hold’
+Normal rank
@@ Property / cites work @@
+Thou shalt buy and hold
@@ Property / cites work: Thou shalt buy and hold / rank @@
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE
+Normal rank
@@ Property / cites work @@
+Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
+Normal rank