Pages that link to "Item:Q1308692"

The following pages link to The Russian option: Reduced regret (Q1308692):

Displaying 43 items.

• On the lookback option with fixed strike (Q2875280) (← links)
• Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988) (← links)
• Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
• An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
• The British Russian Option (Q3108365) (← links)
• Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
• The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
• Filling the gap between American and Russian options: adjustable regret (Q3429333) (← links)
• Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
• On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
• THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES (Q3566768) (← links)
• From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
• Optimal Stopping and Reselling of European Options (Q4562221) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (Q4634648) (← links)
• The British Lookback Option with Fixed Strike (Q4682481) (← links)
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Russian options with a finite time horizon (Q4819460) (← links)
• On Minimax Duality in Optimal Stopping (Q4931852) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
• An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
• On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
• Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
• Performance Fees with Stochastic Benchmark (Q5080134) (← links)
• A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
• Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
• A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020) (← links)
• Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
• A Method for Computing Double Band Policies for Switching between Two Diffusions (Q5485389) (← links)
• Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912) (← links)
• Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
• Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)
• Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
• Unbiased optimal stopping via the MUSE (Q6184922) (← links)