Pages that link to "Item:Q1308692"
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The following pages link to The Russian option: Reduced regret (Q1308692):
Displaying 50 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Watermark options (Q503393) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
- \(\pi \) options (Q981010) (← links)
- Renewal theorems and stability for the reflected process (Q1016615) (← links)
- Callable Russian options and their optimal boundaries (Q1040034) (← links)
- Risk vs. profit potential: (Q1351920) (← 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)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Exercising control when confronted by a (Brownian) spider (Q1694781) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- From perpetual strangles to Russian options (Q1892983) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- 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)
- Pricing of American lookback spread options (Q2196549) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Bottleneck options (Q2255011) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Curve crossing for random walks reflected at their maximum (Q2373569) (← links)
- Optimal stopping with information constraint (Q2391931) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- One-sided maximal inequalities for a stock process (Q2408789) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- A useful extension of Itô's formula with applications to optimal stopping (Q2581206) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279) (← links)
