Pages that link to "Item:Q2923437"
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The following pages link to Optimal stopping problems in diffusion-type models with running maxima and drawdowns (Q2923437):
Displaying 15 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Watermark options (Q503393) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- \(\pi \) options (Q981010) (← links)
- Distribution of the integral of maximum processes and applications (Q1633562) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Q2774442) (← links)
- Some sufficient conditions for Novikov’s criterion (Q4563671) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)