Pages that link to "Item:Q1029998"

The following pages link to Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998):

Displaying 15 items.

• The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• Optimal decision for selling an illiquid stock (Q658561) (← links)
• Costly arbitrage through pairs trading (Q1657539) (← links)
• Hiring, firing, and relocation under employment protection (Q1657544) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033) (← links)
• GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
• OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
• Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
• BEHAVIORAL VALUE ADJUSTMENTS (Q4602492) (← links)
• OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
• Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
• Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)