PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107): Difference between revisions

@@ Property / cites work @@
+Q4742671
@@ Property / cites work: Q4742671 / rank @@
+Normal rank
@@ Property / cites work @@
+INFORMATION-BASED ASSET PRICING
@@ Property / cites work: INFORMATION-BASED ASSET PRICING / rank @@
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+The Term Structure of Interest Rates in a Hidden Markov Setting
+Normal rank
@@ Property / cites work @@
+Q4086525
@@ Property / cites work: Q4086525 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL
+Normal rank
@@ Property / cites work @@
+On the sequential testing problem for some diffusion processes
+Normal rank
@@ Property / cites work @@
+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
+Normal rank
@@ Property / cites work @@
+Optimal selling rules in a regime switching model
@@ Property / cites work: Optimal selling rules in a regime switching model / rank @@
+Normal rank
@@ Property / cites work @@
+On perpetual American put valuation and first-passage in a regime-switching model with jumps
+Normal rank
@@ Property / cites work @@
+Option Pricing With Markov-Modulated Dynamics
@@ Property / cites work: Option Pricing With Markov-Modulated Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Whether to sell or hold a stock
@@ Property / cites work: Whether to sell or hold a stock / rank @@
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Pricing of Derivatives on Assets with Discrete Dividends
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024911006450
+Normal rank
@@ Property / OpenAlex ID @@
+W3020860551
@@ Property / OpenAlex ID: W3020860551 / rank @@
+Normal rank