Pages that link to "Item:Q1425486"

The following pages link to Perpetual options and Canadization through fluctuation theory (Q1425486):

Displaying 40 items.

• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• Tandem antagonistic games (Q419749) (← links)
• Layers of noncooperative games (Q419754) (← links)
• Optimal stopping problems for some Markov processes (Q433913) (← links)
• On noncooperative hybrid stochastic games (Q534380) (← links)
• Set-theoretic inequalities in stochastic noncooperative games with coalition (Q938438) (← links)
• Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
• Maintenance in single-server queues: a game-theoretic approach (Q966308) (← links)
• Multilayers in a modulated stochastic game (Q1018141) (← links)
• Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Random observations of marked Cox processes. Time insensitive functionals (Q1827063) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• On the randomized Schmitter problem (Q2152226) (← links)
• A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• On multivariate antagonistic marked point processes (Q2389922) (← links)
• On fluctuations of a multivariate random walk with some applications to stock options trading and hedging (Q2426067) (← links)
• Level crossings of an oscillating marked random walk (Q2458511) (← links)
• Exit problems in regime-switching models (Q2469551) (← links)
• Valuing finite-lived Russian options (Q2480974) (← links)
• Finite expiry Russian options (Q2485844) (← links)
• Maturity randomization for stochastic control problems (Q2496502) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
• Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
• Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
• Switching tax structure and payouts in endogenous bankruptcy models (Q2803515) (← links)
• ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
• Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• Optimal strategies in a risky debt context (Q3396068) (← links)
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
• The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (Q4918578) (← links)
• On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)