Pages that link to "Item:Q1617121"

The following pages link to Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121):

Displayed 7 items.

• Optimal trading with a trailing stop (Q2020306) ‎ (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) ‎ (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) ‎ (← links)
• On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) ‎ (← links)
• American step options (Q2282524) ‎ (← links)
• First passage upwards for state-dependent-killed spectrally negative Lévy processes (Q5226252) ‎ (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) ‎ (← links)