Pages that link to "Item:Q2042845"
From MaRDI portal
The following pages link to American options in nonlinear markets (Q2042845):
Displaying 8 items.
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- American option pricing under financial crisis (Q4620243) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)