Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2007.01.016
@@ Property / DOI: 10.1016/j.jedc.2007.01.016 / rank @@
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@@ Property / OpenAlex ID @@
+W3124366669
@@ Property / OpenAlex ID: W3124366669 / rank @@
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@@ Property / Wikidata QID @@
+Q60148451
@@ Property / Wikidata QID: Q60148451 / rank @@
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@@ Property / cites work @@
+The Valuation of Executive Stock Options in an Intensity-Based Framework *
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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+Q4855462
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+Penalty methods for American options with stochastic volatility
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@@ Property / DOI @@
+.1016/J.JEDC.2007.01.016
@@ Property / DOI: 10.1016/J.JEDC.2007.01.016 / rank @@
+Normal rank