The following pages link to (Q4550922):
Displaying 9 items.
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- The Russian option: Reduced regret (Q1308692) (← links)
- Arbitrage pricing of Russian options and perpetual lookback options (Q1308694) (← links)
- A barrier option of American type (Q1596351) (← links)
- From perpetual strangles to Russian options (Q1892983) (← links)
- The Russian option under conditions of a possible `freezing' of prices (Q2784535) (← links)
- The British Russian Option (Q3108365) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)