The valuation of American passport options: a viscosity solution approach (Q1730402): Difference between revisions

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+Various passport options and their valuation
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+Exotic passport options
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+Q4254411
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+Local time, coupling and the passport option
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+Options on a traded account: Vacation calls, vacation puts and passport options
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+Passport options with stochastic volatility
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+A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH
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+THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER?
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+Viscosity solutions of HJB equations arising from the valuation of European passport options
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+Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model
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+Viscosity Solutions of Hamilton-Jacobi Equations
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+User’s guide to viscosity solutions of second order partial differential equations
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+Q4682144
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+Convex viscosity solutions and state constraints
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+Constructing convex solutions via Perron's method
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+Q3981472
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+A semilinear Black and Scholes partial differential equation for valuing American options
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