The following pages link to (Q3364259):
Displaying 7 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Watermark options (Q503393) (← links)
- \(\pi \) options (Q981010) (← links)
- SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (Q4634648) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
