Pages that link to "Item:Q1617121"
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The following pages link to Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121):
Displayed 7 items.
- Optimal trading with a trailing stop (Q2020306) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- American step options (Q2282524) (← links)
- First passage upwards for state-dependent-killed spectrally negative Lévy processes (Q5226252) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)