The following pages link to (Q4677144):
Displaying 5 items.
- Optimal stopping time for geometric random walks with power payoff function (Q828094) (← links)
- Pricing of the American option in discrete time under proportional transaction costs (Q1396958) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)