The following pages link to ON THE AMERICAN OPTION PROBLEM (Q5464339):
Displaying 50 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- A note on the nonlinear Volterra integral equation for the early exercise boundary (Q2021449) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- Degeneracy results for fully nonlinear integral operators (Q2196737) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- A change-of-variable formula with local time on curves (Q2576790) (← links)
- Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
- An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- On the lookback option with fixed strike (Q2875280) (← links)
- Characterization of the American Put Option Using Convexity (Q2889593) (← links)
- The British Put Option (Q2889604) (← links)
- An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
- THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
- An integral equation for American put options on assets with general dividend processes (Q3108380) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
