Pages that link to "Item:Q2897161"
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The following pages link to On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161):
Displaying 5 items.
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Pricing Perpetual American Compound Options under a Matrix-Exponential Jump-Diffusion Model (Q4682493) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Free boundary problems and perpetual American strangles (Q5397447) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
