On the problem of optimal stopping for the composite Russian option (Q612170): Difference between revisions

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-Roman V. Ivanov
@@ Property / author: Roman V. Ivanov / rank @@
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+Roman V. Ivanov
@@ Property / author: Roman V. Ivanov / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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+Q3378055
@@ Property / cites work: Q3378055 / rank @@
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@@ Property / cites work @@
+The Russian option: Reduced regret
@@ Property / cites work: The Russian option: Reduced regret / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845598
@@ Property / cites work: Q4845598 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
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@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
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@@ Property / cites work @@
+Valuation of American options in the presence of event risk
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@@ Property / cites work @@
+Discrete approximation of finite-horizon American-style options
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@@ Property / cites work @@
+Calculating the American options in the default model
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@@ Property / cites work @@
+Bounds for perpetual American option prices in a jump diffusion model
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+On the Pricing of American Options in Exponential Lévy Markets
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@@ Property / full work available at URL @@
+https://doi.org/10.1134/s0005117910080096
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+W2065695040
@@ Property / OpenAlex ID: W2065695040 / rank @@
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+Publication:612170