Pages that link to "Item:Q5022285"
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The following pages link to Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285):
Displaying 4 items.
- 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 time on semi-Markov processes with finite horizon (Q2156383) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
