Pages that link to "Item:Q4918189"
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The following pages link to Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189):
Displaying 3 items.
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← 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)
