Pages that link to "Item:Q2204529"
From MaRDI portal
The following pages link to Perpetual game options with a multiplied penalty (Q2204529):
Displaying 5 items.
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
- On some generalized American style derivatives (Q6537148) (← links)