Pages that link to "Item:Q2239267"
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The following pages link to American options in a non-linear incomplete market model with default (Q2239267):
Displaying 7 items.
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Valuation of American options in the presence of event risk (Q1776028) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)