Pages that link to "Item:Q389066"
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The following pages link to Optimal stopping problems for the maximum process with upper and lower caps (Q389066):
Displaying 15 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Watermark options (Q503393) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Bottleneck options (Q2255011) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
