Pages that link to "Item:Q2496502"

The following pages link to Maturity randomization for stochastic control problems (Q2496502):

Displaying 10 items.

• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
• Optimal exit strategies for investment projects (Q2512665) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
• Exercisability Randomization of the American Option (Q3518307) (← links)
• American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
• A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
• Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
• A Dynkin game with asymmetric information (Q5410809) (← links)