Pages that link to "Item:Q2488479"
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The following pages link to The Russian option: finite horizon (Q2488479):
Displayed 29 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Optimal stopping with private information (Q900599) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← 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)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- On the lookback option with fixed strike (Q2875280) (← links)
- An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
- The British Russian Option (Q3108365) (← links)
- Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- The British Lookback Option with Fixed Strike (Q4682481) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)
- CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- American Strangle Options (Q5149268) (← links)
- MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009) (← links)
- A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)