The following pages link to (Q4845599):
Displaying 36 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Callable Russian options and their optimal boundaries (Q1040034) (← links)
- Risk vs. profit potential: (Q1351920) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- MFGs for partially reversible investment (Q2145812) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Bottleneck options (Q2255011) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
- Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426) (← links)
