Pages that link to "Item:Q392759"
From MaRDI portal
The following pages link to Perpetual American maximum options with Markov-modulated dynamics (Q392759):
Displaying 5 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- Watermark options (Q503393) (← links)
- Prepayment option of a perpetual corporate loan: the impact of the funding costs (Q2874734) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)