Pages that link to "Item:Q6054363"
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The following pages link to Double continuation regions for American options under Poisson exercise opportunities (Q6054363):
Displaying 5 items.
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
