Pages that link to "Item:Q3108379"
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The following pages link to On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379):
Displaying 5 items.
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- American Strangle Options (Q5149268) (← links)
