Pages that link to "Item:Q2724699"
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The following pages link to Structure of optimal stopping strategies for American type options (Q2724699):
Displaying 12 items.
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- Optimal exercise policies for call options and their valuation (Q1206120) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- Monte Carlo studies of American type call options with discrete time (Q2740073) (← links)
- Skeleton approximations of optimal stopping strategies for American type options with continuous time (Q2740080) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- (Q3411281) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- (Q4431569) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- (Q5488452) (← links)