Pages that link to "Item:Q3108379"
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The following pages link to On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379):
Displaying 8 items.
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (Q2810055) (← links)
- Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function (Q2838155) (← links)
- A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems (Q3780203) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- American Strangle Options (Q5149268) (← links)