Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998): Difference between revisions

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+The Valuation of Executive Stock Options in an Intensity-Based Framework *
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+Optimal policies of call with notice period requirement
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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+Q3678248
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+AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE
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+A penalty method for American options with jump diffusion processes
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+Effects of callable feature on early exercise policy
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+Q4354424
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+A reduced form model for ESO valuation. Modelling the effects of employee departure and takeovers on the value of employee share options
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+Valuation of American options in the presence of event risk
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+Q4855462
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+Penalty methods for American options with stochastic volatility
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