Pages that link to "Item:Q5022285"
From MaRDI portal
The following pages link to Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285):
Displaying 7 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)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
