Pages that link to "Item:Q3652698"
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The following pages link to The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698):
Displaying 6 items.
- Computational methods for incentive option valuation (Q2271801) (← links)
- On some optimal stopping problems with constraint (Q2822797) (← links)
- (Q3656132) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)