Pages that link to "Item:Q5219294"
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The following pages link to On the Optimal Exercise Boundaries of Swing Put Options (Q5219294):
Displaying 10 items.
- Optimal stopping with private information (Q900599) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)
