Real options with a double continuation region (Q2873019): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2010.484024
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+W2034501255
@@ Property / OpenAlex ID: W2034501255 / rank @@
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@@ Property / cites work @@
+CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS
@@ Property / cites work: CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+The Valuation of American Options on Multiple Assets
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Q4229805
@@ Property / cites work: Q4229805 / rank @@
+Normal rank
@@ Property / cites work @@
+THE VALUE OF FIGHTING IRREVERSIBLE DEMISE BY SOFTENING THE IRREVERSIBLE COST
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@@ Property / cites work @@
+Optimal stopping for a diffusion with jumps
@@ Property / cites work: Optimal stopping for a diffusion with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping and perpetual options for Lévy processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2873019