Optimal stopping made easy (Q878006): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmateco.2006.09.009
@@ Property / DOI: 10.1016/j.jmateco.2006.09.009 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmateco.2006.09.009
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@@ Property / OpenAlex ID @@
+W3123821706
@@ Property / OpenAlex ID: W3123821706 / rank @@
+Normal rank
@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
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@@ Property / cites work @@
+Lean trees -- a general approach for improving performance of lattice models for option pricing
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+The Pricing of Options and Corporate Liabilities
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+Perpetual American Options Under Lévy Processes
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+American options: the EPV pricing model
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+ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS
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+Option pricing: A simplified approach
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+Optimal capital structure and endogenous default
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+Q4905685
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+Optimal stopping and perpetual options for Lévy processes
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+Q4220653
@@ Property / cites work: Q4220653 / rank @@
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+Q5731217
@@ Property / cites work: Q5731217 / rank @@
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@@ Property / DOI @@
+.1016/J.JMATECO.2006.09.009
@@ Property / DOI: 10.1016/J.JMATECO.2006.09.009 / rank @@
+Normal rank