Pages that link to "Item:Q4819460"
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The following pages link to Russian options with a finite time horizon (Q4819460):
Displayed 11 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)