Pages that link to "Item:Q4248122"
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The following pages link to Optimal stopping and maximal inequalities for geometric Brownian motion (Q4248122):
Displaying 25 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Exact inequalities for the maximum of a skew Brownian motion (Q355255) (← links)
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- Watermark options (Q503393) (← links)
- A sharp maximal inequality for a geometric Brownian motion (Q514864) (← links)
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911) (← links)
- Stopping criteria for the Ando-Li-Mathias and Bini-Meini-Poloni geometric means (Q630539) (← links)
- \(\pi \) options (Q981010) (← links)
- Optimal time to invest when the price processes are geometric Brownian motions (Q1387770) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Stability analysis of semilinear stochastic differential equations (Q2244564) (← links)
- A generalization of the submartingale property: maximal inequality and applications to various stochastic processes (Q2297334) (← links)
- Sharp moderate maximal inequalities for upward skip-free Markov chains (Q2312777) (← links)
- One-sided maximal inequalities for a stock process (Q2408789) (← links)
- Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988) (← links)
- On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
- Global Stability of Feedback Systems with Multiplicative Noise on the Nonnegative Orthant (Q4568063) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Moderate maximal inequalities for the Ornstein-Uhlenbeck process (Q5113421) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales (Q6633168) (← links)
