Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239): Difference between revisions

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+Russian and American put options under exponential phase-type Lévy models.
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+Q4352615
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+Q3150773
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+Optimal Multiple Stopping of Linear Diffusions
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+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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+A continuous-time search model with job switch and jumps
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+Q5200620
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+Q4274905
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+An investment model with entry and exit decisions
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+Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
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+Optimal stopping problems for running minima with positive discounting rates
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+Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs
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+Optimal stopping problems for maxima and minima in models with asymmetric information
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+On the structure of discounted optimal stopping problems for one-dimensional diffusions
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+On the Pricing of Perpetual American Compound Options
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+Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns
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+On the drawdowns and drawups in diffusion-type models with running maxima and minima
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+Perpetual American options in diffusion-type models with running maxima and drawdowns
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+Three-dimensional Brownian motion and the golden ratio rule
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+Optimal stopping and maximal inequalities for geometric Brownian motion
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+Some optimal stopping problems with nontrivial boundaries for pricing exotic options
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+\(\pi \) options
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+A capped optimal stopping problem for the maximum process
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+Q4139359
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+Optimal stopping problems for the maximum process with upper and lower caps
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+Discounted optimal stopping problems for the maximum process
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+Optimal stopping of the maximum process: The maximality principle
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+A Change-of-Variable Formula with Local Time on Surfaces
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+Optimal detection of a hidden target: the median rule
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+Quickest detection of a hidden target and extremal surfaces
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+Q3378055
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+Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
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+American Strangle Options
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+Q4226355
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+Watermark options
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+The Russian option: Reduced regret
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+Q4845599
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+Q4220653
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