Pages that link to "Item:Q3169212"
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The following pages link to On the perpetual American put options for level dependent volatility models with jumps (Q3169212):
Displaying 6 items.
- The integral option in a model with jumps (Q952844) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
