Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095): Difference between revisions

@@ Property / cites work @@
+Comparison of option prices in semimartingale models
+Normal rank
@@ Property / cites work @@
+Comparison of semimartingales and Lévy processes
@@ Property / cites work: Comparison of semimartingales and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison results for path-dependent options
@@ Property / cites work: Comparison results for path-dependent options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315016
@@ Property / cites work: Q4315016 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957762
@@ Property / cites work: Q3957762 / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4324879
@@ Property / cites work: Q4324879 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparing Brownian Stochastic Integrals for the Convex Order
+Normal rank
@@ Property / cites work @@
+Peacocks and associated martingales, with explicit constructions
+Normal rank
@@ Property / cites work @@
+Robust hedging of the lookback option
@@ Property / cites work: Robust hedging of the lookback option / rank @@
+Normal rank
@@ Property / cites work @@
+The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
+Normal rank
@@ Property / cites work @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Optimal stopping with irregular reward functions
@@ Property / cites work: Optimal stopping with irregular reward functions / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity and well-posed problems
@@ Property / cites work: Convexity and well-posed problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank