Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 5 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q57949998 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2964249756 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1508.05858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4213429 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3049602 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum maximum of a martingale constrained by an intermediate law / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3682852 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Skorokhod embeddings, minimality and non-centred target distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Embedding laws in diffusions by functions of time / rank
 
Normal rank
Property / cites work
 
Property / cites work: From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5520962 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An integral equation for Root's barrier and the generation of Brownian increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust hedging of the lookback option / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping and the American Put / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing and Hedging American Options Using Approximations by Kim Integral Equations * / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3681889 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat / rank
 
Normal rank
Property / cites work
 
Property / cites work: The pricing of the American option / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Skorokhod embedding problem and its offspring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3746623 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3378055 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The joint law of the maximum and terminal value of a martingale / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Existence of Certain Stopping Times on Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stopping distributions of a Markov process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5524051 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3657166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal stopping and free boundary problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the inverse first-passage-time problem for a Wiener process / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:56, 14 July 2024

scientific article
Language Label Description Also known as
English
Integral equations for Rost's reversed barriers: existence and uniqueness results
scientific article

    Statements

    Integral equations for Rost's reversed barriers: existence and uniqueness results (English)
    0 references
    0 references
    0 references
    11 September 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Skorokhod embedding
    0 references
    Rost's reversed barriers
    0 references
    optimal stopping
    0 references
    Volterra integral equations
    0 references
    free-boundary problems
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references