The following pages link to (Q4153409):
Displaying 13 items.
- Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
- Optimal multiple stopping time problem (Q640060) (← links)
- Optimal stopping and a martingale approach to the penalty method (Q1838224) (← links)
- Non-linear Dynkin games over split stopping times (Q2105396) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- A note on optional Snell envelopes and reflected backward SDEs (Q2197605) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Optimal stopping in predictable setting (Q6149348) (← links)
