Pages that link to "Item:Q3556739"
From MaRDI portal
The following pages link to The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (Q3556739):
Displayed 17 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)