Pages that link to "Item:Q389066"
From MaRDI portal
The following pages link to Optimal stopping problems for the maximum process with upper and lower caps (Q389066):
Displayed 6 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Watermark options (Q503393) (← 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)