Pages that link to "Item:Q2152240"
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The following pages link to Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240):
Displaying 9 items.
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- Optimal double stopping time problem (Q847103) (← links)
- Optimal time to invest when the price processes are geometric Brownian motions (Q1387770) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Optimal doubling points for Brownian motion with drift (Q2756549) (← links)
- Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Q2774442) (← links)
- Optimal double stopping of a Brownian bridge (Q2786434) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)