The following pages link to (Q4035959):
Displaying 15 items.
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Mixed control problem under partial observation (Q1205512) (← links)
- Statistical inference for a finite optimal stopping problem with unknown transition probabilities (Q1423869) (← links)
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
- Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- (Q4328288) (← links)
- Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
- Time-inconsistent mean-field optimal stopping: a limit approach (Q6115683) (← links)
