The following pages link to Optimal Stopping for Partial Sums (Q5656164):
Displaying 26 items.
- American options: the EPV pricing model (Q665543) (← links)
- Variability is beneficial in marked stopping problems (Q926200) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- Optimal stopping time problem for random walks with polynomial reward functions (Q2922896) (← links)
- Convergence of exit times for diffusion processes (Q2923405) (← links)
- An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
- Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
- Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (Q3108383) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- On a solution of the optimal stopping problem for processes with independent increments (Q3429352) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- Expectation inequalities associated with prophet problems<sup>1</sup> (Q3771343) (← links)
- Some time-invariant stopping rule problems (Q4327884) (← links)
- Optimal stopping rules for correlated random walks with a discount (Q4819472) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
