The following pages link to A barrier option of American type (Q1596351):
Displaying 22 items.
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
- Combined Optimal Stopping and Singular Stochastic Control (Q3578748) (← links)
- (Q5027046) (← links)
