Pages that link to "Item:Q1424694"
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The following pages link to Optimal stopping and perpetual options for Lévy processes (Q1424694):
Displaying 50 items.
- Good timing: the economics of optimal stopping (Q413328) (← links)
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- Technological advances and the decision to invest (Q470669) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- Investments with declining cost following a Lévy process (Q2079415) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Optimal long-term contracts with disability insurance under limited commitment (Q2138619) (← links)
- The implications of tax loss carryforwards on investment policy (Q2155564) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Maturity randomization for stochastic control problems (Q2496502) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK (Q2842534) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
