Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Import recommendations run Q6534273
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1239/jap/1127322030 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1239/JAP/1127322030 / rank
 
Normal rank
Property / Recommended article
 
Property / Recommended article: Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes / rank
 
Normal rank
Property / Recommended article: Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes / qualifier
 
Similarity Score: 0.7977121
Amount0.7977121
Unit1
Property / Recommended article: Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes / qualifier
 
Property / Recommended article
 
Property / Recommended article: Some optimal stopping problems with nontrivial boundaries for pricing exotic options / rank
 
Normal rank
Property / Recommended article: Some optimal stopping problems with nontrivial boundaries for pricing exotic options / qualifier
 
Similarity Score: 0.79624563
Amount0.79624563
Unit1
Property / Recommended article: Some optimal stopping problems with nontrivial boundaries for pricing exotic options / qualifier
 
Property / Recommended article
 
Property / Recommended article: Discounted optimal stopping for maxima in diffusion models with finite horizon / rank
 
Normal rank
Property / Recommended article: Discounted optimal stopping for maxima in diffusion models with finite horizon / qualifier
 
Similarity Score: 0.79045683
Amount0.79045683
Unit1
Property / Recommended article: Discounted optimal stopping for maxima in diffusion models with finite horizon / qualifier
 
Property / Recommended article
 
Property / Recommended article: Optimal stopping problems for running minima with positive discounting rates / rank
 
Normal rank
Property / Recommended article: Optimal stopping problems for running minima with positive discounting rates / qualifier
 
Similarity Score: 0.7850871
Amount0.7850871
Unit1
Property / Recommended article: Optimal stopping problems for running minima with positive discounting rates / qualifier
 
Property / Recommended article
 
Property / Recommended article: Arbitrage pricing of Russian options and perpetual lookback options / rank
 
Normal rank
Property / Recommended article: Arbitrage pricing of Russian options and perpetual lookback options / qualifier
 
Similarity Score: 0.78155446
Amount0.78155446
Unit1
Property / Recommended article: Arbitrage pricing of Russian options and perpetual lookback options / qualifier
 
Property / Recommended article
 
Property / Recommended article: Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model / rank
 
Normal rank
Property / Recommended article: Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model / qualifier
 
Similarity Score: 0.78060156
Amount0.78060156
Unit1
Property / Recommended article: Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model / qualifier
 
Property / Recommended article
 
Property / Recommended article: On the lookback option with fixed strike / rank
 
Normal rank
Property / Recommended article: On the lookback option with fixed strike / qualifier
 
Similarity Score: 0.7797654
Amount0.7797654
Unit1
Property / Recommended article: On the lookback option with fixed strike / qualifier
 
Property / Recommended article
 
Property / Recommended article: Filling the gap between American and Russian options: adjustable regret / rank
 
Normal rank
Property / Recommended article: Filling the gap between American and Russian options: adjustable regret / qualifier
 
Similarity Score: 0.77309245
Amount0.77309245
Unit1
Property / Recommended article: Filling the gap between American and Russian options: adjustable regret / qualifier
 

Latest revision as of 20:13, 27 January 2025

scientific article
Language Label Description Also known as
English
Stopping at the maximum of geometric Brownian motion when signals are received
scientific article

    Statements

    Stopping at the maximum of geometric Brownian motion when signals are received (English)
    0 references
    0 references
    0 references
    26 January 2006
    0 references
    optimal stopping problem
    0 references
    smooth fit
    0 references
    variational inequality
    0 references
    look-back option pricing
    0 references
    Poisson process
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references