Pages that link to "Item:Q5440644"
From MaRDI portal
The following pages link to Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644):
Displaying 13 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← 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 capped optimal stopping problem for the maximum process (Q2439470) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← 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)
