The following pages link to (Q5200620):
Displayed 5 items.
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)