Pages that link to "Item:Q1424694"
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The following pages link to Optimal stopping and perpetual options for Lévy processes (Q1424694):
Displaying 50 items.
- Properties of the optimal stopping domain in the Lévy model (Q2923390) (← 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)
- Author’s response (Q2986843) (← 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 Problems for Asset Management (Q3167333) (← 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)
- Regime Classification and Stock Loan Valuation (Q3387947) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← 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 problem of optimal stopping in mathematical finance (Q3542238) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- Perpetual American options with fractional Brownian motion (Q4610216) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Pricing Perpetual American Compound Options under a Matrix-Exponential Jump-Diffusion Model (Q4682493) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- (Q5033284) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← 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)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Obstacle problems for nonlocal operators (Q5236850) (← links)
- Variance Optimal Stopping for Geometric Lévy Processes (Q5246174) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- Free boundary problems and perpetual American strangles (Q5397447) (← 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)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- Symmetry and duality in Lévy markets (Q5484646) (← links)
- On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
- PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)
- Learning When-to-Treat Policies (Q5857115) (← links)
- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892438) (← 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)
- Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
