Pages that link to "Item:Q1308694"
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The following pages link to Arbitrage pricing of Russian options and perpetual lookback options (Q1308694):
Displaying 14 items.
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
- Filling the gap between American and Russian options: adjustable regret (Q3429333) (← links)
- Russian options with a finite time horizon (Q4819460) (← 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)
