Pages that link to "Item:Q2774442"

The following pages link to Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Q2774442):

Displaying 25 items.

• Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
• Watermark options (Q503393) (← links)
• On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
• American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
• On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
• Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
• \(\pi \) options (Q981010) (← links)
• Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
• An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← 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)
• Pricing of American lookback spread options (Q2196549) (← links)
• Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
• Bottleneck options (Q2255011) (← links)
• A capped optimal stopping problem for the maximum process (Q2439470) (← links)
• On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
• A useful extension of Itô's formula with applications to optimal stopping (Q2581206) (← links)
• MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE (Q3161744) (← links)
• Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• Russian options with a finite time horizon (Q4819460) (← links)
• Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
• Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
• Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
• Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)