The following pages link to (Q4802417):
Displaying 7 items.
- American options: the EPV pricing model (Q665543) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
