Pages that link to "Item:Q2512852"

The following pages link to Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852):

Displayed 5 items.

• Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) ‎ (← links)
• Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) ‎ (← links)
• A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) ‎ (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) ‎ (← links)
• On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) ‎ (← links)