Pages that link to "Item:Q2216971"
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The following pages link to Optimal stopping problems for running minima with positive discounting rates (Q2216971):
Displaying 4 items.
- The integral option in a model with jumps (Q952844) (← 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)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)