Pages that link to "Item:Q3842411"
From MaRDI portal
The following pages link to On the Russian option: The expected waiting time (Q3842411):
Displaying 13 items.
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Callable Russian options and their optimal boundaries (Q1040034) (← links)
- The Russian option: Reduced regret (Q1308692) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- The Russian option: finite horizon (Q2488479) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- An explicit solution to an optimal stopping problem with regime switching (Q2748440) (← links)
- The Russian option under conditions of a possible `freezing' of prices (Q2784535) (← links)
- (Q3364259) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)