Pages that link to "Item:Q3502161"
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The following pages link to CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (Q3502161):
Displaying 22 items.
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Properties of game options (Q883071) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- Path-dependent game options: a lookback case (Q2447511) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- GAME CALL OPTIONS REVISITED (Q5411399) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Numerical approximation of Dynkin games with asymmetric information (Q6663107) (← links)
