Pages that link to "Item:Q3168856"
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The following pages link to GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (Q3168856):
Displayed 3 items.
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)