Pages that link to "Item:Q2030371"
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The following pages link to Pricing American drawdown options under Markov models (Q2030371):
Displaying 12 items.
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
- First passage density of Brownian motion with two-sided piecewise linear boundaries (Q6580090) (← links)
- Portfolio models for optimizing drawdown duration (Q6633870) (← links)
