Pages that link to "Item:Q1230176"
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The following pages link to On optimal stopping and free boundary problems (Q1230176):
Displaying 50 items.
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- On the pricing of American options (Q913622) (← links)
- Evaluation of American strangles (Q953735) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Regime uncertainty and optimal investment timing (Q1042377) (← links)
- The monotone follower problem in stochastic decision theory (Q1142195) (← links)
- On the efficient solution of nonlinear finite element equations. II. Bound-constrained problems (Q1152941) (← links)
- Local and global solutions of the Stefan-type problem (Q1167352) (← links)
- An optimal stopping problem with linear reward (Q1214213) (← links)
- Plastic-elastic torsion, optimal stopping and free boundaries (Q1218749) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions (Q1655357) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- How should a convertible bond be decomposed? (Q1938898) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- The random-time binomial model (Q1960552) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- Limits of density-constrained optimal transport (Q2113323) (← links)
- Functional a posteriori error estimates for the parabolic obstacle problem (Q2134447) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Exercise boundary of American-style Asian option (Q2378896) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- On the asymptotic free boundary for the American put option problem (Q2577472) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
