Pages that link to "Item:Q2846422"
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The following pages link to Optimal stopping and early exercise: an eigenfunction expansion approach (Q2846422):
Displaying 23 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- Optimal Electoral Timing: Exercise Wisely and You May Live Longer (Q3502158) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
