Perpetual barrier options in jump-diffusion models (Q3429337): Difference between revisions

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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes
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+Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
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+Integro-differential equations for option prices in exponential Lévy models
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+Perpetual convertible bonds in jump-diffusion models
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+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
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+Calcul stochastique et problèmes de martingales
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+Pricing derivatives of American and game type in incomplete markets
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+A barrier option of American type
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+A Jump-Diffusion Model for Option Pricing
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+Optimal stopping for a diffusion with jumps
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+Optimal stopping and perpetual options for Lévy processes
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+Sequential testing problems for Poisson processes.
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+Q3378055
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+Q4172681
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