Optimal stopping problem in a model with compensated refusal of reward (Q650415): Difference between revisions

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+Q3914255
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+Randomized Stopping Times and American Option Pricing with Transaction Costs
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+A new approach to the skorohod problem, and its applications
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+Optimal Stopping and the American Put
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+The pricing of the American option
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+Valuation of American options in the presence of event risk
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+Q4845598
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+The Russian option: Reduced regret
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+On optimal stopping and free boundary problems
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+Incompleteness of markets driven by a mixed diffusion
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+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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+Discrete approximation of finite-horizon American-style options
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+Error estimates for the binomial approximation of American put options
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+A change-of-variable formula with local time on curves
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+ON THE AMERICAN OPTION PROBLEM
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+PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
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