Pages that link to "Item:Q4615505"
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The following pages link to American options in an imperfect complete market with default (Q4615505):
Displaying 14 items.
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Pricing derivatives of American and game type in incomplete markets (Q1887275) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)
