Pages that link to "Item:Q4561937"
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The following pages link to On the Pricing of Perpetual American Compound Options (Q4561937):
Displaying 9 items.
- Infinite reload options: pricing and analysis (Q952078) (← links)
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← 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)
- On a constant related to American type options (Q3114558) (← links)
- A note on the perpetual American straddle (Q5012014) (← links)
- Pricing formulas for perpetual American options with general payoffs (Q5065585) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- (Q5212203) (← links)