Pages that link to "Item:Q5961568"
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The following pages link to Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568):
Displaying 20 items.
- Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
- (Q3411281) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- (Q4431569) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- Regularity and multiplicity results for fractional (p,q)-Laplacian equations (Q5120334) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- (Q5488452) (← links)
- Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
- An adaptive finite element method for the sparse optimal control of fractional diffusion (Q6071650) (← links)
- On some generalized American style derivatives (Q6537148) (← links)
- FX Open Forward (Q6657683) (← links)
