Pages that link to "Item:Q2572401"

The following pages link to Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401):

Displaying 37 items.

• Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
• On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
• On the perpetual American put options for level dependent volatility models with jumps (Q3169212) (← links)
• A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400) (← links)
• Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
• Principle of smooth fit and diffusions with angles (Q3429346) (← links)
• An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
• An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
• Queues with Delays in Two-State Strategies and Lévy Input (Q3516406) (← links)
• On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
• Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
• On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
• On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155) (← links)
• A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
• Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index (Q4639222) (← links)
• The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
• OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
• Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
• A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
• One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• Variance Optimal Stopping for Geometric Lévy Processes (Q5246174) (← links)
• American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
• On American Options Under the Variance Gamma Process (Q5297932) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
• American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)
• A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
• Information-based approach: pricing of a credit risky asset in the presence of default time (Q6612339) (← links)